Asset Correlations Updated yearly
Normal-period averages (~2010–2025) vs crash periods (GFC, COVID, 2022 bear). Plus longest-term matrix using maximum overlapping data.
Normal periods
Crash periods
−1.0 (inverse)+1.0 (correlated)
Longest-term correlation matrix
Each cell uses the maximum overlapping data window for that pair. Years shown below each value.
50+ yrs 30–49 yrs 10–29 yrs <10 yrs
Data availability by asset
Database sources + expand