Key:

• Green – FT Wilshire GLIO Developed Listed Infrastructure Index

• Blue – FT Wilshire Developed Large Cap Equities Index

• Yellow – Bloomberg Global Bonds

 

• Y-axis – 10-year rolling Sharpe Ratios

• X-axis – 10-year rolling USD annual returns

• Bubble size – 10-year rolling volatility Timeframe – April 2010 to Jan 2024

 

Description:

The video chart rolls forward month by month over 170-months and finishes with the simple averages for the 170-month time frame.

 

Summary:

• FTW GLIO Developed Infra – Sharpe Ratios outperform FTW Equities & Bonds for 108/170 months

• FTW GLIO Developed Infra mkt cap only ‘overlaps’ FTW Global Developed Equities by approx. 4% currently