Government bonds provide a return of 0.8% per month with a Sharpe ratio of 0.5 during the 'Slowing' economic regime, while barely keeping pace with cash during expansionary regimes.

Authors

• Person: Ivan Vratzov Organization: FactSet
  Mapping Asset Returns to Economic Regimes: A Practical Investor's ...

Sources

• Mapping Asset Returns to Economic Regimes: A Practical Investor's ... insight.factset.com Ivan Vratzov · FactSet via serper

Referenced by nodes (4)

• Slowing concept
• government bonds concept
• Sharpe ratio concept
• cash concept