Tag Archives: core

The Impact of Style Classification on Active Management Performance in 2017: Part 2

Senior Analyst, Global Research & Design

S&P Dow Jones Indices

April 11, 2018 - 9:00 am

In our previous blog, we highlighted the contribution to domestic equity market returns by mega-cap stocks in 2017 and the implications for active management. In this blog, we focus our discussion on investment style classification. Specifically, we analyze the impact of the style classification scheme on managers’ performance analysis, such as in the SPIVA® U.S. Read more […]

Also tagged:
active vs. passive, growth, S&P Composite 1500, S&P U.S. Style Indices, Size factor, SPIVA, SPIVA U.S., SPIVA U.S. Year-End 2017, value

Why Your Interest In Weights Should Rise With Rates

Jodie Gunzberg

Managing Director, Head of U.S. Equities

S&P Dow Jones Indices

March 23, 2018 - 6:20 pm

Category: Equities, Smart Beta, Strategy

Historically as interest rates have risen, equities have done well. As illustrated in this post, since 1971, the S&P 500 (TR) has gained about 20% on average in rising rate periods, has gained 8 of 9 times and has gained nearly 40% twice with less than a 4% loss for its worst rising rate period. Also shown Read more […]

Also tagged:
alternative weights, equal weights, growth, index performance, jodie gunzberg, pure style, S&P 500, S&P 600, small cap premium, value

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