Strategy | Average Return | Correl. to
Stocks |
|---|---|---|
| Stocks | 7.50%7.5 | 1.001 |
| Bonds | 3.80%3.8 | -0.03-0.03 |
| Commodities | 3.00%3 | 0.240.24 |
| 60/40 | 6.00%6 | 0.960.96 |
| Risk Parity* | 7.60%7.6 | 0.630.63 |
| Styles* | 9.20%9.2 | -0.05-0.05 |
| Trend* | 6.30%6.3 | -0.08-0.08 |
| Gold* | 1.80%1.8 | -0.08-0.08 |
| Global Macro* | 5.40%5.4 | -0.18-0.18 |
| Defensive Trend* | 5.00%5 | -0.30-0.3 |
| L/S Defensive Equity* | 0.40%0.4 | -0.67-0.67 |
| Puts* | -4.20%-4.2 | -0.76-0.76 |
