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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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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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Jul 27, 2021

Has the Illiquidity Trade Run its Course?

S&P Global Market Intelligence’s Lynn Bachstetter explores whether illiquidity still has a place in insurance investments with S&P Global Ratings’ Carmi Margalit, F&G’s Leena Punjabi, and BlackRock’s Peter Gailliot.

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Jul 12, 2021

Why ETFs Held Up to 2020’s Pressure Test

What could 2020’s liquidity lessons mean for the insurance investment landscape moving forward? S&P DJI’s Tim Brennan joins State Street Global Advisors’ Ben Woloshin, Citadel’s Katie Stiner, and One America’s Brian Matthews for a closer look at this evolving landscape. Watch S&P DJI’s Annual Insurance Summit: https://www.spglobal.com/spdji/en/events/annual-insurance-investment-summit-how-are-insurers-staying-ahead-of-the-curve/#summary

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Jun 15, 2021

Will Inflation Actually Be Transitory?

“Inflation is always and everywhere a monetary phenomenon in the sense that it is and can be produced only by a more rapid increase in the quantity of money than in output.” – Milton Friedman  “If we do see what we believe is likely a transitory increase in inflation … I expect that we will…

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May 6, 2021

How Are Insurers Staying Ahead of the Curve?

Environmental, social, and governance (ESG) has been a nearly ubiquitous topic of conversation among investors in recent years, bringing to light important questions: How do you measure it? How do you report it? Why should you use it? However, to date, few U.S. insurance companies have incorporated ESG into their policy guidelines, and the practicalities…

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Apr 14, 2021

SPIVA Latin America Year-End 2020 Scorecard: Active Managers Missed an Opportunity

The recently published SPIVA® Latin America Year-End 2020 Scorecard shows that the volatile environment of 2020, though potentially favorable for high-conviction active managers, did not necessarily translate into success for active managers. SPIVA scorecards measure the performance of active funds against an appropriate benchmark. For Latin America, S&P Dow Jones Indices began publishing the scorecard…

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Mar 30, 2021

Concerned about Inflation? Here’s a Tip

The newly launched S&P GSCI (U.S. 10-Year TIPS) TR was designed with inflation protection in mind. This index takes the renowned broad commodity market benchmark, the S&P GSCI, and aims to add boosted return potential from an exposure to on-the-run U.S. 10-Year Treasury Inflation-Protected Securities (TIPS). Normally, the S&P GSCI TR includes the collateral yield…

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Mar 1, 2021

Understanding SOFR

In June 2023, the U.S. dollar London Inter-Bank Offered Rate (LIBOR) will likely be discontinued. The Alternative Reference Rates Committee has identified the Secured Overnight Funding Rate (SOFR) as the recommended alternative reference rate to replace USD LIBOR. SOFR is calculated as a volume-weighted median of transaction-level U.S. Treasury repurchase agreements data, reflecting borrowing cost…

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