$CHF_I
$JPY_I
$USD_I

are safe haven currencies.

They are highly negatively correlated with the risky assets.

$SPX
$HYG

See also the $SPX &amp; $CHF correlation

1 year = -0.37
6 month = -0.77
12-month = -0.94

See the trend in times of crisis

Especially for last 3 month'c corr