Quantitative Statistics of Asset Classes

Quantitative Statistics - How Asset Classes Behave

  1. Equities (S&P 500, Dow Jones Industrial Average, Nasdaq-100, MSCI ACWI, MSCI World, MSCI Emerging Markets)
  2. Bonds (US Treasury Bonds, US Corporate Bonds, Euro Government Bonds, Euro Corporate Bonds, Emerging Market Sovereign Bonds, Emerging Market Corporate Bonds)
  3. Hybrids (Convertibles)
  4. Real Estate
  5. Commodities (Gold, Silver, Platinum, Palladium, WTI, Crude, Wheat, Soybeans, Corn, Copper)
  6. Alternative Investments (Long/Short strategies, CTAs, Managed Futures, Global Macro, Equity Pairs Trading)
  7. Cash and Cash Replacements (Short-Term Government Bonds)