Tag Archives: risk control

Taking the Discretion out of Factor Selection: The S&P Economic Cycle Factor Rotator Index

Amid the turbulent markets of 2019, the S&P Economic Cycle Factor Rotator Index has been holding steady. The index rotates its allocation between four indices benchmarked to factors—momentum, value, quality, and low volatility—seeking to pick the relevant factor for each phase of the business cycle. The index uses a signal that is based off the Read more […]

S&P MARC 5% ER 2018 Performance: Diversification and Allocation Provide Stability

Despite a rocky start and end to 2018 that negatively affected the performance of all the asset classes within the S&P MARC 5% Excess Return (ER) Index,[1] the index maintained a relatively stable performance throughout the year, although it ended the year in red. When you look at the asset classes in the S&P MARC Read more […]

How Do You Communicate Risk Management in a Year When it Doesn’t Matter?

The S&P Dow Jones Indices Financial Advisor Channel has followed the progress of Exchange Traded Fund (ETF) Strategists with interest for over four years. In fact, we have developed close working relationships with many of those firms. They are often champions of indexing; power-users of ETF use in portfolio management. Whether one tracks ETF strategists Read more […]