March 2020

Colour

1

2

0%30%20%10%8%6%4%2%28%26%24%22%18%16%14%12%Max Drawdown (Daily)0%-10%8%-8%6%-6%4%-4%2%-2%-16%-14%-12%ReturnMarch 2020
Investment Grade BondsInvestment Grade BondsTreasuriesTreasuriesHigh YieldHigh YieldEquitiesEquitiesHedge FundsHedge Funds

Source: Bloomberg, DBi Calculations Go to dbi.co • Investment Grade Bonds refers to the iShares Investment Grade ETF (LQD); Treasuries refers to the iShares 20+ Year Treasury Bond ETF (TLT); High Yield Bonds refers to the iShares High Yield ETF (HYG); Equities refers to the MSCI World Index; Hedge Funds refers to the HFRX Global HF Index