CH Investment & Economic Strategy Lunch 2023

Investing in the next cycle #6: it may pay to be active, not passive

60:40 EQUITY-BOND TOTAL REAL RETURN INDEX

512

512

TOTAL REAL RETURN ON 60/40 EQUITY-BOND PORTFOLIO. EQUITY IS S&P500. BOND IS 10YR US TREASURY. DEFLATED BY US CPI.

256

256

128

128

64

64

32

32

16

16

8

8

4

4

2

2

1

1

00 10 20 30 40 50 60 70 80 90 00 10 20

1

Sources: Bloomberg, GFD, Standard & Poor’s, NBER

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