Tag Archives: RC2

Putting Defensive Indices to the Test

Senior Director, Strategy Indices

S&P Dow Jones Indices

March 23, 2020 - 12:58 pm

Category: Factors, Strategy

In January 2019, we highlighted several indices designed to reduce the impact of large equity market drawdowns. Here we analyze the same suite of indices divided across three broad categories: defensive equity, multi-asset, and volatility. This analysis simply reviews performance since the S&P 500®’s high on Feb. 19, 2020, through the close on Friday, March Read more […]

Also tagged:
COVID 19, defensive equity, Dividend Aristocrats, factors, low volatility, managed risk, multi-asset, quality, risk control, risk management, risk parity, S&P 500 Dividend Aristocrats, S&P 500 Low Volatility, S&P 500 Quality, S&P Systematic Global Macro, smart beta, strategy, VEQTOR

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Positioning for Market Volatility Using Passive Strategies

Senior Director, Strategy Indices

S&P Dow Jones Indices

April 2, 2019 - 3:00 pm

Category: Factors, Strategy

Fluctuating periods of “risk-on” and “risk-off” mean that spikes in equity market volatility and large drawdowns are increasingly common in today’s economy. Exhibit 1 shows events throughout the current market cycle causing notable rises in volatility and large drawdowns. With more of these likely in the future, as our long bull market cycle ages, how Read more […]

Also tagged:
defensive equity, Dividend Aristocrats, Dynamic VEQTOR, factors, low volatility, managed risk, multi-asset, quality, risk management, risk parity, S&P 500, SGMI, smart beta, strategy, volatility

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