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claire_yi

Claire Yi

Analyst, Strategy Indices, S&P Dow Jones Indices

Claire Yi is an Analyst, Strategy Indices at S&P Dow Jones Indices (S&P DJI). She focuses on alternate beta strategies, including factor-based indices, dividends, and volatility, as well as quantitative, thematic, and asset-allocation strategies. In her role, Claire works closely with S&P DJI’s Sales, Marketing, and Global Research & Design departments to bring new ideas to market.
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Jan 19, 2021

Manage Drawdown and Recovery with Dynamic Allocation

In October 2019, S&P Dow Jones Indices launched the S&P ESG Global Macro Index, an ESG-themed, regionally diversified, volatility-managed, multi-asset index. As discussed in my previous blog, the index has generated stable absolute returns of 5.44% annually, a volatility of 4.89%, and downside protection during extreme market scenarios, based on back-tested performance from Aug. 31,…

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Jun 19, 2020

Taking Up the Challenge of Turbulent Markets with ESG and Multi-Assets

After a long bull market, the COVID-19 pandemic has shaken the financial markets and put the question of how to earn a smooth return stream over a long period of time back on the table. This has given rise to a strengthening of conviction toward environmental, social, and governance (ESG) investing and risk management. S&P…

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