Since the market bottomed on September 29th, many broad asset classes have enjoyed price appreciation over the past 22 trading days.

  • US Large Cap Equity (ticker IWF) has appreciated over 11% and done so with far less volatility than most other asset classes that have inflated, also earning the asset class the greatest return per unit risk
  • Foreign Emerging Equity (ticker EEM) is also one of the top performers; however, with accompanying high amounts of volatility, the asset classes implied Sharpe Ratio falls in the middle of the pack
  • Natural Gas (ticker UNG) has fared the worst since the equity markets recovered, declining nearly 20% in just under one month

                                                                Performance Analytics Since 9-29-2015