Tag Archives: RC2

Mar 23, 2020

Rupert WattsSenior Director, Strategy IndicesS&P Dow Jones Indices

Putting Defensive Indices to the Test

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…

Apr 2, 2019

Rupert WattsSenior Director, Strategy IndicesS&P Dow Jones Indices

Positioning for Market Volatility Using Passive Strategies

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…

Categories Factors, Strategy
Other Tags
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

Categories
Factors, Strategy

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

Phillip Brzenk Senior Director, Strategy Indices

Koel Ghosh Head of South Asia

Philip Murphy Managing Director, Global Head of Index Governance

Aye Soe Managing Director, Global Head of Product Management

Howard Silverblatt Senior Index Analyst, Product Management

Fiona Boal Head of Commodities and Real Assets

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

Jason Giordano Director, Fixed Income, Product Management

Jim Wiederhold Associate Director, Commodities and Real Assets

John Welling Director, Equity Indices

Tianyin Cheng Senior Director, Strategy and Volatility Indices

Qing Li Director, Global Research & Design

Silvia Kitchener Director, Global Equity Indices, Latin America

Rupert Watts Senior Director, Strategy Indices

Priscilla Luk Managing Director, Global Research & Design, APAC

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

Kelsey Stokes Associate Director, Marketing

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

Phillip Brzenk Senior Director, Strategy Indices

Koel Ghosh Head of South Asia

Philip Murphy Managing Director, Global Head of Index Governance

Aye Soe Managing Director, Global Head of Product Management

Howard Silverblatt Senior Index Analyst, Product Management

Fiona Boal Head of Commodities and Real Assets

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

Jason Giordano Director, Fixed Income, Product Management

Jim Wiederhold Associate Director, Commodities and Real Assets

John Welling Director, Equity Indices

Tianyin Cheng Senior Director, Strategy and Volatility Indices

Qing Li Director, Global Research & Design

Silvia Kitchener Director, Global Equity Indices, Latin America

Rupert Watts Senior Director, Strategy Indices

Priscilla Luk Managing Director, Global Research & Design, APAC

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

Kelsey Stokes Associate Director, Marketing

Rachel Du Senior Analyst, Global Research & Design

Melody Duan Analyst, Global Research & Design

Sherifa Issifu Analyst, Index Investment Strategy

Ari Rajendra Senior Director, Strategy & Volatility Indices

Margaret Dorn Senior Director, ESG Product Strategy, North America

Daniel Perrone Director and Head of Operations, ESG Indices

Sunjiv Mainie Managing Director, Global Research & Design

Cristopher Anguiano Analyst, 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

Andrew Cairns Associate Director, Global Research & Design

Lalit Ponnala Director, Global Research & Design

Leonardo Cabrer Associate Director, Global Research & Design