Cross-correlation is a measurement that tracks the movements over time of two variables relative to each other.

When it comes to constructing an investment portfolio, “negative correlation” is something of a holy grail. Diversification, investors are told, is about combining assets that behave differently. You ...

The "safety device" in your portfolio may not function at the very moment you need it most.In fact, during the 2008 financial crisis, stocks and bonds both fell by more than 30%. The same thing ...

Energy infrastructure can provide diversification benefits in part because midstream MLPs and corporations are minimally ...

Christian Allred has been a professional writer since 2020. He's written for some of the industry’s top brands and publications, including Rocket Mortgage, PropStream, Propmodo, and CRE Daily.

The correlation coefficient you believe in may actually be governed by seasonal co-movements. The correlation between the ...

Correlation between stocks and bonds remains elevated, creating challenges for multi-asset investors. At the start of 2023, we had one important high-conviction asset allocation view: As inflation ...

Stocks and bonds had an historically bad September. The good news is that there are alternatives if you want to reduce portfolio risk.

Since early 2022, U.S. equities have experienced negative monthly returns in 17 separate months. Bonds declined in all but three of them. This pattern has led many investors and advisors to question ...

Diversification sounds simple: avoid concentrating too much capital in a single market and spread positions across different commodities. That is a useful starting point, but commodity spread ...

In today's volatile markets, achieving true portfolio diversification means looking beyond traditional asset classes. While indices such as the Bloomberg Commodity Index (BCOM) or the S&P GSCI Index ...