Tag Archives: Low Vol

Can All the Children be Above Average?

Director

Index Investment Strategy

February 27, 2019 - 9:16 am

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 Read more […]

Also tagged:
Chris Bennett, Dividend Aristocrats, equal weight, Equities, factors, IIS, index performance, S&P 500, smart beta, U.S. Equity Market

Considering Factor Rotation Within the S&P 500 Universe

Derek Babb

Senior Portfolio Manager

Elkhorn Capital Group, LLC

December 5, 2017 - 4:49 pm

Category: Factors

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 Read more […]

Also tagged:
Factor Blending, factors, Multi-Factor, S&P 500, S&P 500 High Beta, S&P 500 Low Volatility, Single-Factor, smart beta

blogroll