“Yield-Curve Inversion,” occurs when short-term bond yields surpass those of long-term bonds. This unusual pattern, exceeding over 630 days, marks the longest period of inversion since 1970, highlighting investor concerns about the near-term economic prospects.
Historically, these inversions have often preceded economic recessions, though they are not foolproof indicators.
At Redwood, we are vigilantly monitoring this situation. Our RiskFirst® approach is geared towards ensuring that our strategies are well-prepared to navigate potential downturns, always keeping your investments secure.
630 Days Inverted: Length Matters?
- We believe the preservation of capital is key to consistent, long-term investment success.
- Our investment approach is grounded in economic theory and backed by quantitative analysis.
- Managing drawdown risk is a pillar from which we build our portfolios.
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