Tag Archives: diversification
Hedging Diversification Bets
Low volatility strategies were designed for times like the ones we’ve experienced so far in 2022. Year-to-date through March 31, 2022, equities have struggled. In the U.S., the S&P 500® was down 4.6% YTD. The S&P Developed Ex-U.S. BMI and the S&P Emerging Plus LargeMidCap fared even worse, plummeting 5.6% and 6.7% YTD, respectively. But…
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Increasing Diversification of the Australian Equity Market
Equity markets have changed considerably over the past 10 years, reflecting the growth of stocks and sectors in each market. While this growth has led to increased concentration in most of the world’s largest equity markets, Australia is a notable exception, as diversification has improved both in terms of stock concentration and along sector lines….
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Indexing to Stay in Front of the Futures Curve
How could a dynamic approach to index design help market participants address negative roll yields and volatility concerns? S&P DJI’s Jim Wiederhold and Kelsey Stokes join BlackRock’s Chris Milliken for a closer look at the S&P GSCI Dynamic Roll.
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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.
- Categories Commodities, Equities, Factors, Fixed Income, Strategy
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- Commodities, Equities, Factors, Fixed Income, Strategy
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A Diverse Approach to Sectors: Examining the S&P BSE SENSEX 50
How does index design influence sector diversification? Look under the hood of the S&P BSE SENSEX 50 Index with S&P DJI’s Ved Malla.
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How Liquid Alternatives Deliver Diversification
Examine the potential pros and cons of liquid alternatives and how index innovations may help insurers diversify and protect against risk with S&P DJI’s Rupert Watts and Kelsey Stokes. 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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alternative risk premia, benchmarking liquid alternatives, bottom up index construction, commodities, ETFs, fixed income, indexed strategies, indexing liquid alternatives, Insurance General Accounts, insurers, liquid alternatives, lower for longer, managed futures, multi-asset, risk parity, S&P Dow Jones Indices, U.S. Treasuries
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- alternative risk premia, benchmarking liquid alternatives, bottom up index construction, commodities, ETFs, fixed income, indexed strategies, indexing liquid alternatives, Insurance General Accounts, insurers, liquid alternatives, lower for longer, managed futures, multi-asset, risk parity, S&P Dow Jones Indices, U.S. Treasuries
Examining the Risk/Return Impact of International Diversification in India
Take a deeper dive on our recent paper, From Zero to Hero: The Indian Case for Global Equity Diversification, which explores how and why some investors are looking abroad for potential opportunities, with S&P DJI’s Tim Edwards & Koel Ghosh.
Political Risk: Why It Matters
International opportunities to diversify equity allocations are increasing, along with globalization, and as a result, political risk matters now more than ever. More so, the interplay of macroeconomic policymaking and government instability continues to have far-reaching effects in political risk, augmenting the uncertainty that goes hand in hand with allocating to emerging markets. Mindful of…
- Categories Equities
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Capturing the Past, Present, and Future of Commodities with the S&P GSCI
After three decades of helping investors make more informed decisions and providing index-based access to diversification, liquidity, and inflation protection – what’s next for this index icon?
- Categories Commodities
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Is South Korea Crowding Your Emerging Markets Allocation?
Key to evaluating core international equity benchmarks is an understanding of the country exposures offered. Developed and emerging market country classification differences between index providers may lead to notable geographic exposure differences across market segments. One of the most meaningful instances of this involves South Korea, which S&P DJI has classified as a developed market…
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