DashBoard
Cross-Asset Analysis
as of 03/28/2025
Total Returns in USD
| 1W | 2W | 1M | 3M | 6M | 1Y | |
|---|---|---|---|---|---|---|
| SP500 | -1.5 | -1.3 | -5.0 | -7.6 | -2.5 | 6.2 |
| NASDAQ | -2.5 | -2.2 | -6.3 | -11.5 | -3.5 | 5.6 |
| DOW J. | -0.9 | 0.1 | -3.9 | -3.9 | -0.8 | 4.5 |
| EURO50 | -1.8 | -2.6 | 2.1 | 13.3 | 5.3 | 4.7 |
| MSCI UK | 0.2 | -0.3 | 2.4 | 10.3 | 0.8 | 9.9 |
| MSCI JAPAN | -3.0 | -1.6 | 0.3 | 4.2 | -2.4 | -3.0 |
| MSCI CHINA | -1.9 | -4.9 | -0.6 | 14.4 | 18.4 | 37.4 |
| MSCI INDIA | -0.4 | 4.8 | 5.6 | -4.0 | -13.0 | -0.6 |
| MSCI BRAZIL | -2.3 | 0.5 | 5.1 | 14.1 | -12.0 | -19.9 |
| BCOM | 0.6 | 1.1 | 2.2 | 10.2 | 8.6 | 12.6 |
| OIL | 1.3 | 3.4 | -0.7 | 1.5 | 4.6 | -5.0 |
| B.METALS | -2.1 | -3.0 | 1.1 | 1.1 | -5.6 | 7.4 |
| GOLD | 2.0 | 3.2 | 7.2 | 17.6 | 15.6 | 38.1 |
| UST Short | 0.1 | 0.2 | 0.0 | 0.2 | -0.2 | 0.3 |
| UST Long | 0.1 | 0.7 | 0.3 | 3.1 | -3.0 | 0.5 |
| US Infla | 0.5 | 1.1 | 1.0 | 3.8 | 0.2 | 3.0 |
| L.Loans | -0.7 | -0.5 | -1.1 | -1.6 | -1.1 | -2.1 |
| Float Corp | 0.1 | 0.2 | -0.0 | 0.4 | 0.0 | -0.0 |
| IG Corpo | -0.3 | 0.5 | -0.6 | 1.4 | -3.8 | -0.4 |
| HY Corpo | -0.6 | -0.1 | -1.7 | -0.2 | -2.4 | 0.0 |
Realized Volatility (%)
| 1M | 3M | LT | |
|---|---|---|---|
| SP500 | 21.4 | 16.2 | 13.2 |
| NASDAQ | 28.4 | 22.1 | 18.4 |
| DOW J. | 17.5 | 13.8 | 11.7 |
| EURO50 | 23.4 | 18.6 | 16.3 |
| MSCI UK | 14.3 | 12.7 | 13.1 |
| MSCI JAPAN | 18.7 | 16.4 | 17.2 |
| MSCI CHINA | 31.2 | 27.9 | 30.2 |
| MSCI INDIA | 15.7 | 14.1 | 13.7 |
| MSCI BRAZIL | 25.4 | 23.3 | 23.1 |
| BCOM | 8.1 | 12.3 | 13.7 |
| OIL | 21.1 | 23.5 | 27.8 |
| B.METALS | 13.9 | 12.2 | 17.8 |
| GOLD | 13.3 | 12.8 | 14.6 |
| UST Short | 1.4 | 1.5 | 1.5 |
| UST Long | 6.0 | 6.2 | 7.3 |
| US Infla | 4.9 | 4.3 | 5.1 |
| L.Loans | 2.7 | 2.4 | 3.1 |
| Float Corp | 1.4 | 1.2 | 1.8 |
| IG Corpo | 5.6 | 6.2 | 7.8 |
| HY Corpo | 5.5 | 4.8 | 5.4 |
Beta
| 6M | LT | |
|---|---|---|
| SP500 | 1.00 | 1.00 |
| NASDAQ | 1.36 | 1.29 |
| DOW J. | 0.77 | 0.75 |
| EURO50 | 0.61 | 0.85 |
| MSCI UK | 0.48 | 0.64 |
| MSCI JAPAN | 0.84 | 0.83 |
| MSCI CHINA | 0.31 | 0.69 |
| MSCI INDIA | 0.48 | 0.50 |
| MSCI BRAZIL | 0.75 | 0.82 |
| BCOM | 0.17 | 0.26 |
| OIL | 0.06 | 0.22 |
| B.METALS | 0.22 | 0.37 |
| GOLD | 0.26 | 0.16 |
| UST Short | 0.03 | 0.00 |
| UST Long | 0.04 | 0.03 |
| US Infla | 0.07 | 0.05 |
| L.Loans | 0.06 | 0.12 |
| Float Corp | 0.04 | 0.04 |
| IG Corpo | 0.13 | 0.18 |
| HY Corpo | 0.21 | 0.29 |
Cross-Asset Correlations
