When the Dust Flies
Examining how volatility events and post-peak events, across a 68-year span, affect asset class performance.
Riders in the Storm
Jun 21, 2020
How Volatility Events Affect Private Asset Class Performance
The PGIM IAS team’s latest analysis of private asset performance supports research findings from its earlier publication, When the Dust Flies: How Volatility Events Affect Asset Class Performance, concerning public assets: Following major volatility events, investors might want to consider “staying the course” and rebalancing to increase allocation to private assets.
More Insights from IAS
The Probability of Recession
The strengths and weaknesses of using Mahalanobis distance as a measure of recession probability and examining the metric’s potential as a market timing tool.
What The Markets Tell Us About Future Economic Growth?
Examining the historical record to see, if any of bond, stock, and real estate markets have provided a reliable signal for future economic activity.