Tag Archives: Low Vol

Feb 27, 2019

Chris BennettDirector, Index Investment Strategy S&P Dow Jones Indices

Can All the Children be Above Average?

February has been a great month for factor index performance: of the 17 S&P 500®-based factor indices reported in our quarterly factor dashboard, 11 have outperformed the “vanilla” S&P 500 so far. Our indices focused on quality and shareholder return are having particularly strong months, with the S&P 500 Dividend Aristocrats®, the S&P 500 Buyback…

Categories Equities, Factors, Strategy
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2019, Chris Bennett, Dividend Aristocrats, equal weight, equities, factors, IIS, Index Investment Strategy, index performance, S&P 500, smart beta, U.S. Equity Market

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Equities, Factors, Strategy

Dec 5, 2017

Derek BabbSenior Portfolio ManagerElkhorn Capital Group, LLC

Considering Factor Rotation Within the S&P 500 Universe

While 2017 is winding down with volatility levels at historical lows, a calmness has remained in the market for quite some time. According to Fei Mei Chan, Director of Index Investment Strategy at S&P Dow Jones Indices, the S&P 500 is on track for its least volatile year in 22 years. With volatility (or lack…

Categories Factors
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Factor Blending, factors, Multi-Factor, S&P 500, S&P 500 High Beta, S&P 500 Low Volatility, Single-Factor, smart beta

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Factors

Indexology^® Blog
Contributors

Kevin Horan Director, Fixed Income Indices

Craig Lazzara Managing Director and Global Head of Index Investment Strategy

Tim Edwards Managing Director, Index Investment Strategy

Fei Mei Chan Director, Index Investment Strategy

Hamish Preston Associate Director, U.S. Equity Indices

Berlinda Liu Director, Global Research & Design

Koel Ghosh Head of South Asia

Phillip Brzenk Senior Director, Strategy Indices

Philip Murphy Managing Director, Global Head of Index Governance

Aye Soe Managing Director, Global Head of Product Management

Fiona Boal Head of Commodities and Real Assets

Howard Silverblatt Senior Index Analyst, Product Management

Michael Orzano Senior Director, Global Equity Indices

Anu Ganti Senior Director, Index Investment Strategy

Hong Xie Senior Director, Global Research & Design

Jamie Farmer Chief Commercial Officer

Akash Jain Associate Director, Global Research & Design

Chris Bennett Director, Index Investment Strategy

Reid Steadman Managing Director, Global Head of ESG

Shaun Wurzbach Managing Director, Global Head of Financial Advisor Channel

Jaime Merino Director, Asset Owners Channel

Maria Sanchez Associate Director, Global Research & Design

Ved Malla Associate Director, Client Coverage

Bill Hao Director, Global Research & Design

John Welling Director, Equity Indices

Jason Giordano Director, Fixed Income, Product Management

Jim Wiederhold Associate Director, Commodities and Real Assets

Tianyin Cheng Senior Director, Strategy and Volatility Indices

Qing Li Director, Global Research & Design

Silvia Kitchener Director, Global Equity Indices, Latin America

Priscilla Luk Managing Director, Global Research & Design, APAC

Rupert Watts Senior Director, Strategy Indices

Liyu Zeng Director, Global Research & Design

Ben Leale-Green Analyst, Research & Design, ESG Indices

Karina Tjin Analyst, Strategy Indices

Michael Mell Senior Director, Custom Indices

Stuart Magrath Senior Director, Channel Management, Australia and New Zealand

Andrew Innes Head of EMEA, Global Research & Design

Izzy Wang Analyst, Strategy Indices

Mona Naqvi Senior Director, Head of ESG Product Strategy, North America

Brian Luke Global Head of Fixed Income Indices

Louis Bellucci Senior Director, Index Governance

Smita Chirputkar Director, Global Research & Design

Arpit Gupta Senior Analyst, Global Research & Design

Ari Rajendra Senior Director, Strategy & Volatility Indices

Kevin Horan Director, Fixed Income Indices

Craig Lazzara Managing Director and Global Head of Index Investment Strategy

Tim Edwards Managing Director, Index Investment Strategy

Fei Mei Chan Director, Index Investment Strategy

Hamish Preston Associate Director, U.S. Equity Indices

Berlinda Liu Director, Global Research & Design

Koel Ghosh Head of South Asia

Phillip Brzenk Senior Director, Strategy Indices

Philip Murphy Managing Director, Global Head of Index Governance

Aye Soe Managing Director, Global Head of Product Management

Fiona Boal Head of Commodities and Real Assets

Howard Silverblatt Senior Index Analyst, Product Management

Michael Orzano Senior Director, Global Equity Indices

Anu Ganti Senior Director, Index Investment Strategy

Hong Xie Senior Director, Global Research & Design

Jamie Farmer Chief Commercial Officer

Akash Jain Associate Director, Global Research & Design

Chris Bennett Director, Index Investment Strategy

Reid Steadman Managing Director, Global Head of ESG

Shaun Wurzbach Managing Director, Global Head of Financial Advisor Channel

Jaime Merino Director, Asset Owners Channel

Maria Sanchez Associate Director, Global Research & Design

Ved Malla Associate Director, Client Coverage

Bill Hao Director, Global Research & Design

John Welling Director, Equity Indices

Jason Giordano Director, Fixed Income, Product Management

Jim Wiederhold Associate Director, Commodities and Real Assets

Tianyin Cheng Senior Director, Strategy and Volatility Indices

Qing Li Director, Global Research & Design

Silvia Kitchener Director, Global Equity Indices, Latin America

Priscilla Luk Managing Director, Global Research & Design, APAC

Rupert Watts Senior Director, Strategy Indices

Liyu Zeng Director, Global Research & Design

Ben Leale-Green Analyst, Research & Design, ESG Indices

Karina Tjin Analyst, Strategy Indices

Michael Mell Senior Director, Custom Indices

Stuart Magrath Senior Director, Channel Management, Australia and New Zealand

Andrew Innes Head of EMEA, Global Research & Design

Izzy Wang Analyst, Strategy Indices

Mona Naqvi Senior Director, Head of ESG Product Strategy, North America

Brian Luke Global Head of Fixed Income Indices

Louis Bellucci Senior Director, Index Governance

Smita Chirputkar Director, Global Research & Design

Arpit Gupta Senior Analyst, Global Research & Design

Ari Rajendra Senior Director, Strategy & Volatility Indices

Kelsey Stokes Associate Director, Marketing

Rachel Du Senior Analyst, Global Research & Design

Cristopher Anguiano Analyst, Global Research & Design

Melody Duan Analyst, Global Research & Design

Sherifa Issifu Analyst, Index Investment Strategy

Margaret Dorn Senior Director, ESG Product Strategy, North America

Andrew Cairns Associate Director, Global Research & Design

Daniel Perrone Director and Head of Operations, ESG Indices

Sunjiv Mainie Managing Director, Global Research & Design

Manuel González Director, Client Coverage, Latin America

Brent Kopp Senior Director, Central Region

Gaurav Sinha Managing Director, Head of Americas, Global Research & Design

Jason Ye Associate Director, Strategy Indices

Jaspreet Duhra Senior Director, Head of EMEA ESG Indices

Raghu Ramachandran Head of Insurance Asset Channel

Claire Yi Analyst, Strategy Indices

Lalit Ponnala Director, Global Research & Design

Ryan Christianson Associate Director, APAC Lead, ESG Indices

Leonardo Cabrer Associate Director, Global Research & Design