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Bond market risk index
Our bond market risk benchmark indicates the risk of global bond market
investments on an aggregated basis in percentage points. A low
percentage indicates a positive (rather low risk) environment and vice
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Weekly bond market risk index
Current global bond market risk (21 markets)
as of 04/15/2018 - Next update: 04/22/2018
|| Positive / rather low risk
| Negative / rather high risk
|| 60% - 100%
| Neutral / rather medium risk
|| 40% - 60%
| Positive / rather low risk
|| 0% - 40%
Timing global bond markets with our weekly global bond risk index
We also use our global government bond market risk index to time our investments in global government bonds.
BUY criteria: If our risk index is below or equal 50%, we are going to invest in a portfolio of 21 global bond markets.
SELL criteria: If our risk index is above 50%, we are moving our money into a cash position on the sidelines.
Hypothetical weekly performance of an international government bond index basket, if the Global Bond Market Risk Index (GBMRI) is within a certain risk range (e.g. GBMRI < 20%, i.e. very positive) in comparison to a Buy-and-Hold-approach:
- The next charts are showing hypothetical
trading results from back testing. The back testing period started on
14th of April 1961. These results have certain limitations: Due to the
fact that all the trades included in this back testing have not actually
been executed in realtime, actual results may be different, under or
over compensated for results. Generally hypothetical trading performance
results are prepared with the benefit of hindsight.
- These hypothetical returns are
not compounded. That means that this timing strategy does not reinvest
profits. Consequently the hypothetical total return would obviously be
far larger if the returns were compounded or even by utilizing leverage.
- No slippage, commissions and dividends were used.
Hypothetical performance of a strategy, which invests in an international government bonds basket, if the Global Bond Market Risk Index (GBMRI) is below or equal 50% and moves to cash/money market, if the GBMRI is above 50%, compared to an Buy-and-Hold-approach:
IMPORTANT: This risk index is not intended to provide personal
investment advice. This risk index has been prepared solely for
informational purposes, and is not an offer to buy or sell or a
solicitation of an offer to buy or sell any security or instrument or to
participate in any particular trading or market timing strategy.
This risk rating does not provide, imply, or otherwise constitute a
guarantee of performance. Therefore it should not be assumed that future
risk ratings will be profitable or will equal past performance, real,
indicated or implied. Past performance is not necessarily indicative of
Please also read our detailed risk disclaimer and disclosure statement.
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