I would like to make a comparison between some multi asset class strategies and some kind of benchmark.
In this situation, the classic benchmarks like MSCI World (for Equitites), GSCI (for commodities) or Barcap (for Fixed Income) are not an option anymore; I would like to find any global multi asset class index.
So I tried to look out on Bloomberg for such an index but I was unsuccessful.
Do you have an index that you would recommend?
Otherwise, is there a common way of creating one (like an equally-weighted portfolio of the indices mentioned above)?