Tag Archives: institutional investor

Oct 15, 2020

How Target Outcome Indices Work

Indexing is democratizing access to defined outcomes, providing a simple, transparent, index-based blueprint for target outcome strategies that can be applied to both active and passive vehicles. Take a closer look at what makes these indices tick and the range of potential applications for these innovative tools.

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Sep 29, 2020

SPIVA® U.S. Mid-Year 2020 Scorecard: Convergence to Underperformance

According to the SPIVA U.S. Mid-Year 2020 Scorecard, most active fund managers in the U.S. underperformed the market over the past year. Among actively managed domestic equity funds, 67% lagged the S&P Composite 1500® during the 12 months ending June 30, 2020, and the majority of active managers underperformed their benchmarks in 11 out of…

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Sep 29, 2020

Introducing the S&P Risk-Managed Target Date Indices

S&P DJI recently launched the S&P Risk-Managed Target Date Indices. In this post, we will explore the characteristics of these indices in detail. Each index consists of two component indices: a baseline S&P Target Date Index based on an underlying glide path and an S&P 500® Managed Risk 2.0 Index. The S&P 500 Managed Risk…

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Jul 1, 2020

S&P PACT™ Indices: Empowering Investors Looking to Align with a 1.5°C Scenario

How can indices provide greater insight into climate risk and help investors looking to go beyond traditional carbon reduction strategies? Take a closer look at the drivers behind the new S&P PACT™ Indices with S&P DJI’s Jaspreet Duhra and Andrew Innes.

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May 26, 2020

Outcome-Oriented Solutions: Where Active and Passive Meet

What do presidential debates and an argument between passive and active investors have in common? They are both thrilling, demand the highest levels of rhetorical skills, don’t change audience opinions, and everyone goes home entertained. While presidential debates remain as exciting as ever, the shrillness of conversation between active and passive investors seems to have…

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Mar 17, 2020

Low Volatility in Europe and Asia

“The rich, the poor, the high, the low Alike the various symptoms know”–The Influenza Winston Churchill, 1890 By this point, the infamous COVID-19 has made its way around the world and wreaked havoc through equity markets across the globe. We’ve already highlighted the value of protection in the U.S. and Canada.  Pandemics show no respect…

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Mar 11, 2020

The Virtue of Protection

It remains to be seen what the full economic impact of the COVID-19 virus will be, but it is already clear that no equity market  has escaped unscathed.  (In fact, most of them have been scathed rather badly.) The Canadian equity market was humming along in 2020 through February 20, 2020, with the S&P/TSX Composite…

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Mar 4, 2020

The Irrelevance of Value in Low Volatility

Low volatility strategies have achieved considerable market acceptance in the aftermath of the 2008 financial crisis.  For most of the 12 years since then, skeptics have argued that low vol might become, and sometimes that it has become, overvalued.  It’s an understandable concern, especially in light of the continuing popularity of low volatility strategies. We…

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Feb 21, 2020

Protection and Participation

Through Feb. 20, 2020, the S&P 500 Low Volatility Index® is up 5.9% compared to a gain of 4.7% for the S&P 500. Equities roared out of the gate in 2020 but a hiccup in late January allowed Low Vol to catch up and eventually overtake the S&P 500. Those who are familiar with low…

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Nov 15, 2019

Winning by Losing Less

Except for a couple of hiccups, the U.S. stock market has more or less hummed along in an upward trajectory for 2019. Through October, the S&P 500 is up 23%. What is surprising is that the S&P 500 Low Volatility Index® outperformed the benchmark by almost 3%, gaining 26% over the same period. This is…

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