Due to hedge portfolios and growth assets, funded status fell .4% this month from 88.5% to 88.1%.
Due to growth assets and interest rates, funded status rose 1.5% this month from 85.4% to 86.9%.
Due to hedge portfolios and growth assets, funded status rose 1% this month from 87.5% to 88.5%.
LTCMRA Assumptions White Paper US
As corporate profit growth has slowed, we have a more balanced outlook on equity markets. Valuations are mostly well within historical norms and we’re seeing opportunities among higher growth companies with sustainable profits and cash generation.
This month marks the largest monthly funded status decrease since January 2016.
November marked the 10 year anniversary of the widest corporate bond spreads on record.
Explore this month’s report where we see the highest funded status level achieved since December 2012.
Themes from the quarterly Quantitative Beta Research Summit