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Troubles Ahead for the 60-40 Portfolio



"It is pertinent to note that since 1984, markets have spent 65% of their time pricing in falling inflation— an environment beneficial to both stocks and bonds. Stocks and bonds have opposing growth biases, i.e., stocks prefer environments where growth rises because earnings stay healthy. In contrast, bonds outperform when their fixed cashflows look relatively attractive, i.e., when growth falters. Thus, stocks and bonds have been extremely good diversifiers. However, while stocks and bonds have opposing growth biases, they have the same inflation bias— they need stable inflation to perform well. Therefore, when inflation becomes a dominant force in the economy (such as in the current scenario), stocks and bonds perform poorly, both individually and together, in a portfolio".


Download the October 2022 Macro report from Prometheus Research here:

https://prometheusresearch.substack.com/api/v1/file/7d1ea95e-aa09-46ee-bb99-3f95132901a3.pdf

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