Treasurys

There is growing disquiet among those who run and invest in the products about potential problems that might be caused by rate cuts from the Fed.

Geopolitical risk, dovish central banks and an aging business cycle are reinforcing bullish moorings in global debt.

Still, some products with higher yields also have higher Sharpe ratios. Could that indicate better risk-adjusted performance?

A flashback to reactions from policymakers and financial titans in 2006 and 2007 highlights recent skepticism that inversions signal recession.

Misinterpreting the Fed’s announcements continuously trips up advisors. Here’s what I tell clients who want me to predict the future.

Outperformance has been driven in part by a push among investors to cut their tax bills after new limits were set on state and local deductions.

The sector has seen an inflow surge in recent months as Treasury yields continue to fall.

“Pretty much every central bank is now talking about global downside risks, and that’s helped bonds rally,” a portfolio manager says.

The Janus Henderson Global Unconstrained Bond Fund has experienced 10 consecutive months of redemptions, underperforming 80% of peers.

Inversions have occurred seven times since the early 1950s and all but one of those instances preceded equity gains.