Home bias has been a prominent theme in India since the beginning of the mutual fund industry. Investors historically questioned why they should diversify their high GDP growth portfolio (India) with lower growth economies such as the US. This hypothesis has been tested over the last decade. India has delivered a high GDP growth but Read more […]
Despite the drop in volatility in many asset classes over the summer, some broke through key support and resistance levels. The S&P GSCI Gold (TR) was one of them, reaching a new all-time high of USD 1,056.83 on Aug. 6, 2020, eclipsing the previous high from the summer of 2011. The underlying gold futures had Read more […]
Many advisors feel that their favorite active manager will guide them through market volatility and limit drawdowns during times of market stress. But is that how things played out at the beginning of 2020? S&P DJI’s Brent Kopp and Berlinda Liu take a closer look at COVID-19’s impact on active vs. passive performance.
In our paper, How Smart Beta Strategies Work in the Australian Market, our studies indicated that most factor indices in Australia exhibited distinct return characteristics during up and down markets. Indeed, different factor indices also displayed unique style and industry factor exposures, resulting in factor index performance differentials over the long term. In this blog, Read more […]
Why choose index investing? Yes, the merits of diversification and low cost are usually factored in, though one critical benefit that many do not realize is the transparency that is provided in the methodology of an independent index provider. To understand what goes into the design and methodology of an index, it’s important to note Read more […]
S&P Dow Jones Indices (S&P DJI) and BMV recently launched the long-awaited S&P/BMV Total Mexico ESG Index to great fanfare. The Mexican equities market is in the early stages of exploring ESG-related concepts, from sustainable assessments at the issuers’ level to sustainable investments for asset owners, asset managers, and regulators. The S&P/BMV Total Mexico ESG Read more […]
The S&P GSCI rose 3.8% in July 2020, taking its YTD performance to down 33.9%. Weakness in the U.S. dollar against a range of currencies supported commodities. The broad U.S. dollar fell to a two-year low at the end of the month. Lower real rates, a weaker dollar, and widespread fiscal and monetary stimulus measures Read more […]
The S&P ESG Global Macro Index is designed to capture potential opportunities across market conditions through a rules-based, geographically diverse, dynamic mix of ESG equities and fixed income.
In politics, “regime change” denotes the replacement of one governmental structure with another; in economics, we use the same term to indicate a shift in the interactions of various parts of the economic or financial system. Political regime changes are easy to identify (after all, a military coup is hard to miss). Defining when an Read more […]
In our paper “How Smart Beta Strategies Work in the Australian Market,” we examined the long-term performance characteristics of S&P DJI’s Australian factor indices in different market trends. In the first half of 2020, the Australian equities market had a roller coaster response to the coronavirus outbreak, global market crash, and government stimulus packages. While Read more […]
