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Tag Archives: multi-asset

Oct 24, 2022

Examining Defensive Strategies Through an Index Lens

How are advisors using indices to evaluate defensive strategies as they look to protect client goals amid rising rates and inflation? Join TD Wealth’s Andrew Neatt and S&P DJI’s Julie Ballard for a closer look at the S&P 500 Dividend Aristocrats and S&P 500 Quality indices.

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Aug 11, 2022

The S&P Systematic Global Macro Index Outperformed YTD

U.S. equities rebounded in July thanks to earnings from mega-cap technology and major oil companies. The S&P 500® surged 9.2%, posting its best month since November 2020 and reversing its 8.3% loss in June. Nevertheless, the S&P 500 remains in correction territory, down 13.1% from its Jan. 3, 2022, record high. The S&P Systematic Global…

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Jul 19, 2022

Commodities: Inflation, Interest Rates and the U.S. Dollar

After last week’s highest inflation print in over four decades, the U.S. dollar (USD) rose to its strongest level in 20 years, as measured against a broad basket of currencies. The euro also hit parity with the USD for the first time since 2002 as a consequence of Europe’s front-line exposure to the Russia-Ukraine conflict…

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May 2, 2022

S&P Risk Parity Indices Outperformed in Q1 2022

The S&P 500® lost 4.6% in the first quarter of 2022, with the market shaken by high inflation, the new variant of COVID-19 and geopolitical tensions in Europe. The S&P Risk Parity Indices, designed to offer diversified risk exposure across asset classes, stood the test and outperformed equities, as well as other active and passive…

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Mar 31, 2022

A Streamlined Approach to Multi-Asset with the S&P Target Risk Indices

Multi-asset strategies have been getting more attention the last few years from market participants seeking pre-packaged solutions to diversification. As more strategies evolve to be increasingly complex, including black-box allocation algorithms, multiple signals, and 10 or more components, we felt it was time to highlight a simpler, transparent index-based approach. The S&P Target Risk Indices…

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Mar 18, 2022

Inflation Is Here. A Multi-Asset Dynamic Hedging Strategy Is Also Here.

The S&P Multi-Asset Dynamic Inflation Strategy Index was launched in 2021 to offer a more dynamic, rotational approach to integrating inflation hedging than the typical static 5%-10% allocation to commodities. The index dynamically weights asset class constituents monthly based on the underlying inflation regime represented by the latest monthly U.S. Consumer Price Index (CPI) reading.1…

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Nov 10, 2021

An Efficient, Rules-Based Approach to Factor Rotation

Explore how the design of the S&P 500 Factor Rotator Daily RC2 7% Index is helping democratize access to factor investing, providing a simple, rules-based blueprint for building dynamic factor strategies.

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Oct 12, 2021

Risk Parity 2.0 Performance Review

In our two previous blogs on risk parity 2.0 (see here and here), we covered the philosophy and methodological differences between the original S&P Risk Parity Indices and the newly launched S&P Risk Parity 2.0 Indices. This third and final installment of this series now looks at the performance and attribution statistics of the S&P…

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Oct 4, 2021

S&P Risk Parity 2.0 Index Methodology Highlights

This blog is the second in a three-part series introducing the S&P Risk Parity 2.0 Indices. The first blog highlighted the differences between these new indices and the original ones. In this installment, we will take a closer look at the methodology of the newly launched S&P Risk Parity 2.0 Index Series. Constituent Changes Incorporating…

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Sep 20, 2021

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.

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