Cash maintains a Sharpe ratio above 1 in almost every economic regime except 'Heating', providing modest but stable returns.

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)

• heating concept
• economic regimes concept
• Sharpe ratio concept
• cash concept