Tag Archives: Brazilian equities

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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Sep 11, 2019

Performance Characteristics of the S&P/B3 Low Volatility High Dividend Index

After exploring the rationale behind the implementation of a low volatility high dividend strategy in Brazil in our previous blog, we will now examine the recently launched S&P/B3 Low Volatility High Dividend Index. The index is designed to measure the performance of the least volatile stocks among a specified group of high-dividend-yielding constituents from its…

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Jun 8, 2017

Managing Equity Risk in Brazil

Brazilian equity market experienced a significant pullback during the month of May due to political concerns.  The correction amounted to being the worst one-day drop since Dec. 30, 2009.  On May 18, 2017 alone, S&P Brazil BMI dropped 8.85%.  On the same day, the S&P/BOVESPA Low Volatility Index posted -5.72%, over 300 bps less than…

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