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Sep 17, 2021

Chugging Along

In the last three months, the Canadian equity market climbed another three percentage points, bringing the S&P/TSX Composite Index up to an impressive 20.4% YTD through Sept. 16, 2021. In a strong bull market environment, low volatility indices are expected to lag—and they typically have. But overall, the S&P/TSX Composite Low Volatility Index has held…

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Sep 16, 2021

Performance Characteristics of the New S&P U.S. SPAC Index

After exploring the characteristics and lifecycle of special purpose acquisition companies (SPACs) in our previous SPAC blog series, we will now examine the recently launched S&P U.S. SPAC Index. The S&P U.S. SPAC Index is designed to measure the performance of a minimum of 30 common stocks of SPACs listed on U.S. exchanges. The constituents…

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Sep 13, 2021

Headwinds on the Active Horizon

Active managers’ performance was disappointing in 2020, despite the market’s heightened volatility. As the market continues to march upward in 2021, it’s natural to wonder if current conditions are favorable for stock pickers.  We expect active managers’ difficulties to persist. We can think of volatility in terms of its components: dispersion and correlation. Active managers…

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Sep 10, 2021

The Senate’s Approval of the Infrastructure Bill and Its Effect on Cryptocurrency

On Aug. 10, 2021, the US Senate approved the much-debated Infrastructure Bill, a cornerstone of President Joe Biden’s agenda. The bill overall is worth over $1 trillion. Yet the impact on the digital asset community, while small from a dollar perspective, may be equally outsized. It is estimated that the bill will increase tax revenue…

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Sep 9, 2021

Introducing the S&P Multi-Asset Dynamic Inflation Strategy Index – Part 2

In a previous blog, we highlighted the objective of the S&P Multi-Asset Dynamic Inflation Strategy Index and summarized its methodology. We justified our strategy choice for each inflation regime (high, medium, low) and illustrated how the index dynamically switches between these strategies based on a monthly inflation forecast. In this blog, we will take a…

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Sep 8, 2021

Introducing the S&P Multi-Asset Dynamic Inflation Strategy Index – Part 1

Inflation is one of the most significant risks to investment returns over the long term. Core equities and conventional bonds tend to deliver below-average returns in rising inflation environments, which can encourage investors to seek out inflation-sensitive assets, such as commodities, inflation-linked bonds, REITs, natural resource stocks, and gold, to protect their portfolios from inflation…

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Sep 7, 2021

A Diverse Approach to Sectors: Examining the S&P BSE SENSEX 50

How does index design influence sector diversification? Look under the hood of the S&P BSE SENSEX 50 Index with S&P DJI’s Ved Malla.

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Sep 1, 2021

Industrial Commodities Push the S&P GSCI Lower in August

The S&P GSCI declined 2.3% in August, as industrial commodities retreated in line with a surge in COVID-19 cases attributed to the Delta variant, as well as signs that China intended to dampen industrial production to curb carbon emissions. In contrast, performance across the soft commodities was impressive, with a variety of production-related disruptions elevating…

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Aug 26, 2021

Risk Parity Act Two: Presenting the S&P Risk Parity 2.0 Indices

While the rationale behind risk parity is well understood, the implementation frameworks often differ. For example, some implementations are purely passive while others are more active, the way risk is defined can differ, and the underlying instruments used can vary. In 2018, the S&P Risk Parity Indices became the first transparent, rules-based benchmarks offered in…

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Aug 23, 2021

Demystifying Digital Assets: Getting to Know the S&P Cryptocurrency Indices

How are indices helping bring greater transparency to this emerging asset class? S&P DJI’s Tyler Carter and Ved Malla explore the design and objectives of new tools for tracking and evaluating digital currencies.

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