Tag Archives: Brazilian equities
SPIVA Latin America Year-End 2020 Scorecard: Active Managers Missed an Opportunity
The recently published SPIVA® Latin America Year-End 2020 Scorecard shows that the volatile environment of 2020, though potentially favorable for high-conviction active managers, did not necessarily translate into success for active managers. SPIVA scorecards measure the performance of active funds against an appropriate benchmark. For Latin America, S&P Dow Jones Indices began publishing the scorecard…
- Categories Equities, Fixed Income
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Performance Characteristics of the S&P/B3 Low Volatility High Dividend Index
After exploring the rationale behind the implementation of a low volatility high dividend strategy in Brazil in our previous blog, we will now examine the recently launched S&P/B3 Low Volatility High Dividend Index. The index is designed to measure the performance of the least volatile stocks among a specified group of high-dividend-yielding constituents from its…
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Managing Equity Risk in Brazil
Brazilian equity market experienced a significant pullback during the month of May due to political concerns. The correction amounted to being the worst one-day drop since Dec. 30, 2009. On May 18, 2017 alone, S&P Brazil BMI dropped 8.85%. On the same day, the S&P/BOVESPA Low Volatility Index posted -5.72%, over 300 bps less than…
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