Daily Index data from MSCI World Index (Equities), Bloomberg Barclays Global Treasury Aggregate Index (Bonds), CRY (Commodities) and Deutsche Bank Currency Return Index in USD. Monthly index data. Index Portfolio Return = 25% * return of MSCI Index + 25% * return of CRY Index +25% * return of DXY Index +25% * Global Aggregate Bond Index. Risk-off Portfolio = 33% * return of JPY + 33% * return of Gold + 33% * return of Treasury Index. Markets are currently at such a juncture with the “risk-off” portfolio’s annualized return rising above that of the “risk-on” portfolio.

Source: Economic Times September 08, 2017 06:22 UTC