How Indexing Works for Model Portfolios
What’s the role of indices in constructing and evaluating model portfolios? S&P DJI’s Joseph Nelesen and BlackRock’s Elise Terry explore how indexing is changing the landscape for advisors and their clients and helping a range of market participants build and assess models across the asset class spectrum.
SPIVA Japan Scorecard 2023: Misfortune for Japanese Stock Pickers
Since the first publication of the S&P Indices Versus Active (SPIVA®) U.S. Scorecard in 2002, S&P Dow Jones Indices has regularly reported on the relative performance of actively managed funds versus benchmark indices across an increasing number of global fund markets and fund categories.1 The SPIVA Japan Scorecard has been tracking the performance of active…
Exploring the Growing Thematics Landscape
How are indices helping investors assess the growing range of thematic solutions? S&P DJI’s Ari Rajendra and BlackRock’s Jay Jacobs dive into the expanding landscape and the innovations and data helping investors at the leading edge of thematic trends.
Measuring Munis: Using Indices to Assess Yield Opportunities
How are muni indices helping market participants navigate the yield curve in the current climate? S&P DJI’s Jennifer Schnabl and Vanguard’s David Sharp take a closer look at the S&P Intermediate Term National AMT-Free Municipal Bond Index and S&P California AMT-Free Municipal Bond Index.
Commodities Deliver Double-Digit Returns in the Face of Stubborn Inflation
Commodity markets remain on top of the asset class leader board with inflation drawing the ire of the Fed and other asset classes. The upside surprise in U.S. inflation spotlights the potential benefits of commodities as a diversification tool. The S&P GSCI, the leading indicator of broad commodity performance, has produced double-digit returns in 2024,…
- Categories Commodities
- Tags 2024, cocoa, commodities, gold, inflation, S&P GSCI
- Categories
- Commodities
Meet the New and More Diversified S&P/BMV IPC
S&P Dow Jones Indices launched a consultation in May 2023 proposing certain methodology changes to the S&P/BMV IPC with the overall goal of reducing single-stock concentration and simplifying rather complex eligibility and selection criteria. After receiving feedback from market participants, a revised version of the proposal was approved in September 2023 and a two-phased implementation…
- Categories Equities
- Tags diversification, equities, Mexican equities, Mexico, S&P/BMV IPC
- Categories
- Equities
Indexing Covered Calls: A New Tool for Income Seekers
What are the potential benefits of a passive approach to covered calls? S&P DJI’s Phil Brzenk and ProShares’ Simeon Hyman take a closer look at the S&P 500 Daily Covered Call Index, its performance, and why the index uses a daily approach vs. a more standard weekly or monthly approach.
Balancing Growth and Value in the Mid-Cap and Small-Cap Spaces: The S&P MidCap 400 GARP and S&P SmallCap 600 GARP Indices
Launched in February 2019, the S&P 500® GARP Index was the first transparent benchmark tracking growth companies that are identified as being higher quality with lower valuations. Given the success of this index, we launched the S&P MidCap 400® GARP Index and S&P SmallCap 600® GARP Index to expand the available toolkit. Since their launches…
A Long-Term Look at S&P 500 Equal Weight Index
How have S&P 500 Equal Weight Index’s exposures informed its performance over time? S&P DJI’s Hamish Preston and Invesco’s Nick Kalivas look under the hood at the features influencing S&P 500 EWI’s risk/return and explore what its expanding ecosystem, including sectors and futures could mean for its range of potential applications moving forward.
Turtle Returns: The Hare and the Tortoise
The tale of a footrace between a determined tortoise and a swift but ultimately complacent hare has been with us for a long time. The earliest known version is two and a half thousand years old; it begins with the hare mocking the tortoise’s slow feet, which leads to a challenge and a contest, and…