Evaluate the asset classes, equities, fixed income, alternatives, REITS from the JPM 2020 database. You will include 10 investments in your recommendation to Nicola. Provide a brief comment on why you would recommend including your investments in your recommendation. Keep in mind this is broad asset class decisions you can select individual elements in the analysis. (for example you could choose bonds but select high yield and 30 year Treasury bonds as part of the bond allocation), same holds true with the other asset classes.
Annualized [Risk / Standard Deviation] Volatility (%) Arithmetic Return [Return Assumptions] 2020 (%) U.S. Cash 1,90 0,46 U.S. Intermediate Treasures 2,76 3,45 U.S. Long Treasuries 2,19 11,02 TIPS 2,84 5,39 U.S. Aggregate Bonds 3,16 3,42 U.S. Short Duration Government/Credit 2,82 1,93 U.S. Long Duration Government/Credit 2,92 9,34 U.S. Inv Grade Corporate Bonds 3,57 5,96 U.S. Long Corporate Bonds 3,47 9,89 U.S. High Yield Bonds 5,52 8,22 U.S. Leveraged Loans 5,27 7,55 World Government Bonds hedged 2,14 2,99 World Government Bonds 2,70 6,43 World ex-U.S. Government Bonds hedged 1,84 2,92 World ex-U.S. Government Bonds 2,71 8,00 Emerging Markets Sovereign Debt 5,43 8,36 Emerging Markets Local Currency Debt 6,59 12,17 Emerging Markets Corporate Bonds 5,22 8,20 U.S. Muni 1-15 Yr Blend 2,55 3,15 U.S. Muni High Yield 4,26 7,33 U.S. Large Cap U.S. Mid Cap U.S. Small Cap Euro Area Large Cap Japanese Equity Hong Kong Equity UK Large Cap EAFE Equity hedged EAFE Equity Emerging Markets Equity AC Asia ex-Japan Equity AC World Equity U.S. Equity Value Factor U.S. Equity Momentum Factor U.S. Equity Quality Factor U.S. Equity Minimum Volatility Factor U.S. Equity Dividend Yield Factor U.S. Equity Diversified Factor U.S. Convertible Bond Global Convertible Bond Global Credit Sensitive Convertible 6,55 14,34 7,12 16,30 8,12 18,95 9,74 21,47 8,20 14,80 8,11 20,06 8,88 16,84 7,55 13,59 8,48 16,81 11,15 21,12 11,10 20,84 7,59 15,46 8,31 15,59 6,38 14,52 6,39 13,00 6,40 11,37 7,80 14,05 7,09 13,08 5,13 10,62 5,31 10,36 4,63 7,00 Private Equity U.S. Core Real Estate* U.S. Value Added Real Estate European ex-UK Core Real Estate Asia Pacific Core Real Estate U.S. REITS Global Infrastructure Equity Global Infrastructure Debt Diversified Hedge Funds Event Driven Hedge Funds Long Bias Hedge Funds Relative Value Hedge Funds Macro Hedge Funds Direct Lending Commodities* Gold" 10,59 20,17 6,37 11,07 9,03 17,18 8,07 16,04 7,21 12,36 7,09 15,42 6,51 10,46 3,50 6,46 4,76 7,37 5,18 9,02 5,37 11,05 4,72 6,79 3,59 7,78 7,88 13,87 3,73 16,13 4,46 17,63 Annualized [Risk / Standard Deviation] Volatility (%) Arithmetic Return [Return Assumptions] 2020 (%) U.S. Cash 1,90 0,46 U.S. Intermediate Treasures 2,76 3,45 U.S. Long Treasuries 2,19 11,02 TIPS 2,84 5,39 U.S. Aggregate Bonds 3,16 3,42 U.S. Short Duration Government/Credit 2,82 1,93 U.S. Long Duration Government/Credit 2,92 9,34 U.S. Inv Grade Corporate Bonds 3,57 5,96 U.S. Long Corporate Bonds 3,47 9,89 U.S. High Yield Bonds 5,52 8,22 U.S. Leveraged Loans 5,27 7,55 World Government Bonds hedged 2,14 2,99 World Government Bonds 2,70 6,43 World ex-U.S. Government Bonds hedged 1,84 2,92 World ex-U.S. Government Bonds 2,71 8,00 Emerging Markets Sovereign Debt 5,43 8,36 Emerging Markets Local Currency Debt 6,59 12,17 Emerging Markets Corporate Bonds 5,22 8,20 U.S. Muni 1-15 Yr Blend 2,55 3,15 U.S. Muni High Yield 4,26 7,33 U.S. Large Cap U.S. Mid Cap U.S. Small Cap Euro Area Large Cap Japanese Equity Hong Kong Equity UK Large Cap EAFE Equity hedged EAFE Equity Emerging Markets Equity AC Asia ex-Japan Equity AC World Equity U.S. Equity Value Factor U.S. Equity Momentum Factor U.S. Equity Quality Factor U.S. Equity Minimum Volatility Factor U.S. Equity Dividend Yield Factor U.S. Equity Diversified Factor U.S. Convertible Bond Global Convertible Bond Global Credit Sensitive Convertible 6,55 14,34 7,12 16,30 8,12 18,95 9,74 21,47 8,20 14,80 8,11 20,06 8,88 16,84 7,55 13,59 8,48 16,81 11,15 21,12 11,10 20,84 7,59 15,46 8,31 15,59 6,38 14,52 6,39 13,00 6,40 11,37 7,80 14,05 7,09 13,08 5,13 10,62 5,31 10,36 4,63 7,00 Private Equity U.S. Core Real Estate* U.S. Value Added Real Estate European ex-UK Core Real Estate Asia Pacific Core Real Estate U.S. REITS Global Infrastructure Equity Global Infrastructure Debt Diversified Hedge Funds Event Driven Hedge Funds Long Bias Hedge Funds Relative Value Hedge Funds Macro Hedge Funds Direct Lending Commodities* Gold" 10,59 20,17 6,37 11,07 9,03 17,18 8,07 16,04 7,21 12,36 7,09 15,42 6,51 10,46 3,50 6,46 4,76 7,37 5,18 9,02 5,37 11,05 4,72 6,79 3,59 7,78 7,88 13,87 3,73 16,13 4,46 17,63
