Asset Allocation: A Year in Review

Asset class returns, correlations, MRI and macro outlook, including currency and inflation, and monthly tactical positioning.

Daniel P. Farley, CFA, CIO of the Investment Solutions Group and Andrea Anastasio, Managing Director, Head of Strategy and Research, North America give their perspectives on 2020 asset allocation including return analysis across the major asset classes. This material can help provide context as you prepare your own year-end reviews.

Topics in this paper include major asset class returns and correlations, macro outlook including currency and inflation, and monthly tactical positioning. Our Market Regime Indicator (MRI) is a tool used to assess the level of investor risk sentiment in the marketplace. By looking across implied volatility in equity, currency, and spreads on risky debt, we are able to get a global, multi-asset-class view on investors’ appetite to take on risk. Take a look.

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