Tag Archives: S&P 500 Factors
What Performance Reversals Suggest
Investment results in 2022 were distinctly different from those of the recent past. The S&P 500®, which had doubled in the three years between 2019 and 2021, fell by more than 18% last year, and Exhibit 1 shows that there were regime shifts among factor indices as well. The dominance of Value over Growth in…
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Examining the Effectiveness of Defensive Strategy Indices
What does history have to say about the effectiveness of factor indices as defensive tools? S&P DJI’s Craig Lazzara explores defense beyond bonds and how defensive factors influence risk/return in different market environments.
Examining Defensive Strategies Through an Index Lens
How are advisors using indices to evaluate defensive strategies as they look to protect client goals amid rising rates and inflation? Join TD Wealth’s Andrew Neatt and S&P DJI’s Julie Ballard for a closer look at the S&P 500 Dividend Aristocrats and S&P 500 Quality indices.
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Andrew Neatt, diversification, dividends, Downside Protection, ETFs, Financial Advisors, indexing, inflation protection, Julie Ballard, momentum factor, multi-asset, quality factor, real assets, rising rate protection, S&P 500 Dividend Aristocrats, S&P 500 Quality, S&P Dow Jones Indices, TD Wealth Management, U.S. Treasuries, wealth management
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- Andrew Neatt, diversification, dividends, Downside Protection, ETFs, Financial Advisors, indexing, inflation protection, Julie Ballard, momentum factor, multi-asset, quality factor, real assets, rising rate protection, S&P 500 Dividend Aristocrats, S&P 500 Quality, S&P Dow Jones Indices, TD Wealth Management, U.S. Treasuries, wealth management
Tracking Trends with Indices
How can indices help investors understand what’s driving market trends amid inflation, rising rates, and volatility? S&P DJI’s Anu Ganti and Hamish Preston take a closer look at key trends and what they could mean for active management and asset allocation moving forward.
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Finding a Factor Fit
How can three decades of factor index performance history help investors make more informed decisions and measure the effectiveness of active managers? Join S&P DJI’s Craig Lazzara and Anu Ganti for a closer look at factor performance across a range of market environments. Learn more: https://www.spglobal.com/spdji/en/research/article/factor-indices-a-simple-compendium/
- Categories Factors, Strategy
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2022, Active, Active vs. Passive, alternate beta, alternative beta, Anu Ganti, beta, Core Factor PM, Core Factors, Craig Lazzara, dividend growth, Factor, high beta, Index Investment Strategy, low volatility, momentum, Passive, quality, risk management, Risk Premia, S&P Dow Jones Indices, SPIVA, U.S. Equities
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- 2022, Active, Active vs. Passive, alternate beta, alternative beta, Anu Ganti, beta, Core Factor PM, Core Factors, Craig Lazzara, dividend growth, Factor, high beta, Index Investment Strategy, low volatility, momentum, Passive, quality, risk management, Risk Premia, S&P Dow Jones Indices, SPIVA, U.S. Equities
An Efficient, Rules-Based Approach to Factor Rotation
Explore how the design of the S&P 500 Factor Rotator Daily RC2 7% Index is helping democratize access to factor investing, providing a simple, rules-based blueprint for building dynamic factor strategies.
- Categories Factors, Strategy
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dynamic rebalancing, factor investing, Factor Rotation, indexing, Indexing insurance, low volatility, multi-asset, Multi-Factor, risk control 2.0, S&P 500 Enhanced Value, S&P 500 Factor Rotator Daily RC2 7% Index, S&P 500 High Dividend, S&P 500 Low Volatility, S&P 500 Momentum, S&P 500 Quality, S&P Dow Jones Indices, U.S. Treasuries
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- dynamic rebalancing, factor investing, Factor Rotation, indexing, Indexing insurance, low volatility, multi-asset, Multi-Factor, risk control 2.0, S&P 500 Enhanced Value, S&P 500 Factor Rotator Daily RC2 7% Index, S&P 500 High Dividend, S&P 500 Low Volatility, S&P 500 Momentum, S&P 500 Quality, S&P Dow Jones Indices, U.S. Treasuries
S&P MAESTRO 5 Index: A Sophisticated Composition Designed to Simplify Risk Management
Get to know the S&P MAESTRO 5 Index, a diversified, multi-asset, multi-factor risk parity strategy designed to help investors hit the right notes across a range of market conditions.
- Categories Commodities, Equities, Factors, Fixed Income, Strategy
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- Commodities, Equities, Factors, Fixed Income, Strategy
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Performance Attribution of the S&P 500® Quality Index
The past two months saw bouts of market volatility, which in turn is causing market participants to refocus on defensive equity strategies. Quality, together with other defensive factors such as low volatility, has a higher degree of downside protection compared with other risk factors like value or momentum. For example, during months in which the…
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The Smartest Beta
In the last year, plain old beta performed remarkably well in comparison to the so-called “smart” alternatives tracking large-cap U.S. equities. Of the 17 different strategies reported in our year-end factor dashboard, less than a third outperformed the S&P 500’s total return of 21.83% over the last 12 months. When they are criticized as the…
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