Tag Archives: multi-asset
The Next Phase of Volatility Control in Indexed Insurance
Volatility-controlled indices (VCIs) have become a cornerstone of indexed insurance product design, helping insurers navigate volatility while maintaining exposure to growth assets. S&P Dow Jones Indices recently published the paper Indexed Insurance: Embracing Volatility-Controlled Indices in Next-Generation Products, in which we explore the growth in popularity of VCIs, their performance across market environments and their…
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Indexing Autocalls
Income-oriented indexing has entered a new phase. What began with relatively straightforward option-writing indices has evolved into a broader toolkit of rules-based strategies designed to reflect more targeted outcomes. This evolution reflects a shift in investor demand beyond pure beta exposure and toward outcome-oriented solutions. In recent years, systematic derivative income strategies have grown meaningfully…
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Finding the Golden Mean with a Buffered Strategy
For many market participants, the priority is not pursuing every inch of a bull market run but rather participating while managing downside risk. This desire for a more predictable investment experience has contributed to the growth of buffered (or defined outcome) strategies, which aim to balance participation in market gains with a defined level of…
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Introducing the S&P 500 Defined Outcome Index Series
Since the launch of the first defined outcome ETF in 2018, defined outcome strategies have moved from the margins to mainstream. In markets shaped by concentration risk, volatility and interest rate uncertainty, strategies that offer market participants upside participation with downside protection—via caps, buffers, floors and outcome periods—may help offset the risk of long-only equity…
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SPIVA Special Report: Heroes in Haystacks
Can Hero Funds save portfolios? S&P DJI’s Joe Nelesen takes a closer look at our special SPIVA report examining the performance of multi-asset portfolios of funds versus weighted blends of indices.
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Beyond Borders: The Significance of the S&P 500 in Options-Based Strategies
In the U.S. market, options-based ETFs have experienced exponential growth in recent years, with total assets reaching USD 245 billion as of December 2025. These strategies have been increasingly adopted as mainstream tools in portfolio construction, offering more predictable outcomes and income diversification. Other regions are catching up with this trend at varying rates, with…
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Indexing Modern Income: Covered Calls Uncovered
Capital markets offer several primary sources of income to investors, including money market interest, bond coupons and stock dividends. Alternative sources of income abound and, most recently, innovation within the exchange-traded fund (ETF) industry has introduced options-based income strategies to a wider range of market participants. In the U.S., investors both large and small have…
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Systematic S&P 500 Strategies Targeting Stability and Growth Potential
Meet the S&P 500 Futures Intraday Edge Indices, a dynamic index series built to react to changes in market conditions as they seek to capitalize on trends, optimize S&P 500 exposure, maintain stability and enhance growth potential.
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Defining Paths: The Expanding Landscape of Options-Based Index Strategies
The investment landscape is in a perpetual state of evolution, with market participants continually seeking innovative tools. In recent years, options-based strategies—particularly those delivered through an ETF wrapper—have surged in popularity. Once the domain of institutional investors or structured product users, options-based strategies like covered call and buffered strategies have been democratized. This growth represents…
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S&P 500 FC 7% Index: The Gold Standard of Indices Meets Today’s Technology
Look inside the S&P 500 FC 7% Index, an innovative index that seeks to provide optimized exposure to the S&P 500 via BofA’s Fast Convergence technology by using intraday volatility signals to adjust component allocations to systematically increase stability and limit exposure to large drawdowns.
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