Tag Archives: risk management

Jan 19, 2021

Manage Drawdown and Recovery with Dynamic Allocation

In October 2019, S&P Dow Jones Indices launched the S&P ESG Global Macro Index, an ESG-themed, regionally diversified, volatility-managed, multi-asset index. As discussed in my previous blog, the index has generated stable absolute returns of 5.44% annually, a volatility of 4.89%, and downside protection during extreme market scenarios, based on back-tested performance from Aug. 31,…

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Jan 18, 2021

Indexing Biodiversity: Examining Water as an Asset Class

Water is one of the world’s most essential commodities, but it is at risk from overuse, pollution, and soaring demand. S&P DJI’s Tianyin Cheng joins Redsand Ventures’ Colleen Becker to explore new tools for understanding and accessing water assets. Learn more: https://www.spglobal.com/spdji/en/education/article/investing-in-water-for-a-sustainable-future

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Jan 7, 2021

How and Why Are Market Participants Accessing REITs in the Current Climate?

Can REITs help unlock potential income opportunities in today’s markets? S&P DJI’s Priscilla Luk and Samsung Asset Management’s Alex Yang take a closer look at practical applications for REITs in the current environment.

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Dec 7, 2020

Mining for Opportunities with Gold

Could the range of potential applications for gold be broader than some investors may think? S&P DJI’s Fiona Boal and Jim Wiederhold take a closer look at how and why gold is being put to work in portfolios today. Read more:  https://www.spglobal.com/spdji/en/education/article/physical-versus-synthetic-gold-know-your-gold-exposure/

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Dec 6, 2020

Where Are Yield Seekers Uncovering Potential Income Opportunities?

While ongoing market uncertainty has dampened property transactions in Asia and bond yields continue to lag, expanded access to REITs could provide a potential income source for yield seekers in Asia. Samsung Asset Management’s Alex Yang joins S&P DJI’s Priscilla Luk for a closer look at how indexing works for REITs in Asia.

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Nov 13, 2020

Performance of the New S&P Risk-Managed Target Date Indices

In a previous blog, we explored the glide paths of the S&P Risk-Managed Target Date Indices. In this post, we will compare the index construction of the S&P Risk-Managed Target Date Indices with that of the S&P Target Date Indices and examine their performance. Index Construction of the Baseline S&P Risk-Managed Target Date Indices Each…

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Nov 9, 2020

Building a Sustainable Core with the S&P 500 ESG Index

As demand for ESG continues to grow, how is the S&P 500 ESG Index helping investors reinforce core allocations and align objectives with ESG values? S&P DJI’s Maggie Dorn and State Street Global Advisors’ Brie Williams take a closer look at the potential benefits of putting this index to work in purpose-built portfolios. Learn more:…

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Aug 21, 2020

A Stable Regime

In recent days the S&P 500 reached multiple new highs, despite the still-uncertain nature of the economy’s recovery from the COVID-19 pandemic. Year to date through Aug. 20, 2020, the S&P 500 is up 6% while the S&P 500 Low Volatility Index is down 6%. Market volatility remains high, as evidenced by the charts in…

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Aug 7, 2020

How Does Passive Investing Work in Uncertain Times?

Many advisors feel that their favorite active manager will guide them through market volatility and limit drawdowns during times of market stress. But is that how things played out at the beginning of 2020? S&P DJI’s Brent Kopp and Berlinda Liu take a closer look at COVID-19’s impact on active vs. passive performance.

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Jul 31, 2020

A Dynamic, Diverse, Multi-Asset Approach to ESG

The S&P ESG Global Macro Index is designed to capture potential opportunities across market conditions through a rules-based, geographically diverse, dynamic mix of ESG equities and fixed income.

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