Saturday, January 25, 2014

Risk-off from equities finally begins?

S&P 500 has fallen more than -3% in two days. Maybe it is the long-waited beginning of a local risk-off from broad equities to more safe assets. Let's take a look at the broad picture.

The charts are prepared with Cognitum Rebalancer.

Low risk vs. High risk

10-years treasuries (TLT) vs. broad stocks (SPY):

10-years treasuries (TLT) vs. high-yield bonds (HYG):

Protective stocks vs. Broad stocks

Dividend stocks (SDY) vs. broad stocks (SPY):

Low-vol stocks (SPLV) vs. broad stocks (SPY):

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