Correlation

Category: Quant Insight

Correlations remain very low across all asset classes. We believe investors could potentially be rewarded by making active bets in this environment.

The correlation figure measures how each asset return moves in relationship to the broader basket of asset returns listed on the X axis. When correlations are high or rising, it may indicate that economic movements and sentiment are driving the majority of returns, which could potentially make security selection challenging.

See the data