FVC custom indexes


This month we shift our focus to the UK and US markets. Most noticeably, for each of the product types the Global index has a higher correlation with the US index than it does with the UK index. The highest correlation between indexes is that of the US and Global income, which have performed best in all three regions: the US and global indexes are at similar levels, 127.82 and 133.66 respectively, while the UK version has outperformed both and is at 148.15 of its initial level.

The accelerated i

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: