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Correlation matrix for asset classes used within the Old Mutual Wealth investment tools


Correlation matrix as at 19 June 2019 – five-year nominal returns

  Cash / Money Markets Property UK Fixed Interest International Fixed Interest UK Equity International Equity
Cash / Money Markets 1.00000 0.01000 -0.38000 -0.01000 0.04000 0.04000
Property 0.01000 1.00000 0.18000 0.05000 0.54000 0.52000
UK Fixed Interest -0.38000 0.18000 1.00000 0.25000 0.30000 0.22000
International Fixed Interest -0.01000 0.05000 0.25000 1.00000 0.08000 0.47000
UK Equity 0.04000 0.54000 0.30000 0.08000 1.00000 0.75000
International Equity 0.04000 0.52000 0.22000 0.47000 0.75000 1.00000

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