Interesting little tidbit from SEB’s investment outlook for the rest of the year:
(Based on: Equities – MSCI World, FI – JPM Global GBI, Hedge – HFRX, Real Estate – FTSE EPRA/NAREIT Global, PE – LPX50, Commodities – s&p GSCI, Currencies – SEB Mult-Manager Currency fund)
We’d be intrigued to see a breakout of asset class correlations before, during, and (after) the crisis.