Category: Quant Insight

Correlations continue to decline which should be good for active investors. We believe this could be a good time to place some active risk among certain countries or stocks.

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