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Tag Archives: S&P 500 Factors

Jan 30, 2023

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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Dec 12, 2022

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.

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Oct 24, 2022

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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Sep 21, 2022

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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Apr 13, 2022

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/

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Nov 10, 2021

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.

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Sep 20, 2021

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.

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Dec 10, 2018

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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Jan 3, 2018

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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