WIW News and Press, Western Asset Inflation-Linked Opportunities & Income Fund From 03/02/22

As the world reels from the crisis, the blowback is rippling across the world economy and markets. The current risk premia analysis implicitly recommends managing expectations down for GMI and other global multi-asset-class portfolios. The mean reversion factor is estimated as the...

Only funds with coverage >100% are considered. Top lists of discount, yield, DxY and DxYxZ are given. Top DxYxZ funds are EHI, JPI and WEA. For further details see: Quality Closed-End Fund Report, February 2022

Western Asset/Claymore Inflation-Linked Opportunities&Income Fund (NYSE:WIW) declares $0.0485/share monthly dividend, in line with previous. Also declares a special distribution of $0.0650/share Forward yield 4.79% Payable March 31; for shareholders of record March 24; ex-div March 23. Pa...

Legg Mason Partners Fund Advisor, LLC announced today that certain closed-end funds have declared their distributions pursuant to their managed distribution policy for the months of March, April and May 2022. The following dates apply to the distribution schedule below: Please...

The expected risk premium for the Global Market Index edged down in January from the previous month’s estimate. Using short-term momentum and medium-term mean-reversion market factors to adjust the forecast reduces GMI’s ex-ante risk premium to an annualized 5.4%. Th...

The expected risk premium for the Global Market Index (GMI) ticked lower in November but remains elevated relative to recent history. Adjusting the forecast with short-term momentum and medium-term mean-reversion market factors (defined below) reduces - substantially - GMI’s ex...

Western Asset/Claymore Inflation-Linked Opportunities & Income Fund (NYSE:WIW) declares $0.0485/share monthly dividend, 10.2% increase from prior dividend of $0.0440. Also declares a special distribution of $0.5/share. Forward yield 4.28% Payable Dec. 31; for shareholders of record Dec. 2...

Legg Mason Partners Fund Advisor, LLC announced today that certain closed-end funds have declared their distributions pursuant to their managed distribution policy for the months of December 2021, January and February 2022. The following dates apply to the distribution schedule belo...

The recent run higher in the Sharpe ratio for the Global Market Index finally reversed in October. Risk-adjusted performance has slipped, but GMI's rebound in October lifted it to a new record high. GMI is useful as a baseline to begin research on asset allocation and portfolio de...

The long-run risk premium forecast for the Global Market Index (GMI) rebounded in October, edging up to 6.1%, based on revised numbers through last month. The new estimate is calculated in terms of the projected return over the “risk-free” rate, according to a risk-based...