The Old 60-40 Formula for Stocks and Bonds Has Run Into Trouble

  • Sub-1% interest rates upend traditional portfolio allocation
  • June flows into U.S. convertible-bond ETFs hit six-month high
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A precipitous slide in Treasury yields is calling into question one of the world’s most popular investment strategies.

The traditional asset mix of 60% stocks and 40% bonds, a starting point for investors since the proliferation of modern portfolio theory in the 1950s, has produced one of the best risk-adjusted returns of the past three decades, outshining debt alone. But with Treasury yields now hovering around zero, and likely to stay there for yearsBloomberg Terminal, those gains are in doubt.