Tag Archives: risk
The Unrewarded Risk of Supernormal Fund Returns
The recently released SPIVA® Europe Mid-Year 2020 Scorecard had the unique opportunity to pit the performance of active funds against their passive benchmarks through an exceptionally rare event. The economic fallout from the coronavirus pandemic brought a period of extreme volatility, the likes of which have not been seen in Europe since the global financial…
- Categories Equities
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A New ESG Index for Mexico Sets the Stage for Investment
Where can environmental, social, and governance (ESG) benchmarks help investors and markets most? The answer may be in emerging markets, where it is crucially important to identify and navigate ESG concerns. The transparency that ESG benchmarks provide can help investors distinguish companies that prioritize the needs of not just their shareholders, but also their many…
Making Sense of the Active Manager’s Conundrum
Why are the market environments most conducive to generating positive absolute returns the least conducive to producing positive relative returns? Explore the active manager’s conundrum with S&P DJI’s Craig Lazzara and Anu Ganti.
VIX Back to Normal? Not Really
The U.S. equities market had a wild start in 2020. Following the March 2020 sell-off, the S&P 500® posted its largest monthly gain (12.8%) since 1987. Meanwhile, VIX® went from its long-term median to an all-time high within a month before it settled around 30. One thing that has been debated lately is whether VIX,…
- Categories Equities
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Liquid, Long/Short Alternative Strategies Performed Strongly in Q1 2020
With the stock market in the midst of a historic slump, many investors may be looking to alternatives to protect against a prolonged downturn. The S&P Strategic Futures Indices are designed to measure the performance of passively constructed, liquid, and transparent solutions by spreading risk evenly across global futures markets utilizing a long/short trend-following strategy…
- Categories Commodities, Equities, Fixed Income
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- Commodities, Equities, Fixed Income
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Exploring VIX® in Volatile Markets
How can VIX data help us understand the current market environment? S&P DJI’s Tim Edwards explores what recent historical highs for VIX could mean for equity and commodity markets moving forward. Get the latest Risk & Volatility dashboard on Indexology: https://spdji.com/indexology/risk-management/risk-volatility-dashboard
- Categories Strategy
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Q1 2020 Performance Review for the S&P Risk Parity Indices
It comes as no surprise that the COVID-19 pandemic had a profound effect on global markets in the first quarter of 2020. The S&P 500® suffered steep declines, and U.S. Treasury yields fell (prices rose) as investors favored a flight to quality. In commodities, the S&P GSCI ended March down an extraordinary 29.4%, the largest…
- Categories Commodities, Equities, Fixed Income
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The Best Offense Is Defense – Why VEQTOR Outperformed Last Week
Six minutes after trading began on the New York Stock Exchange on March 9, 2020, the S&P 500® plummeted 7% and market-wide circuit breakers kicked in for the first time since the stock market crash of Oct. 27, 1997. However, the indices fell again later in the week and triggered another circuit breaker on Thursday,…
- Categories Strategy
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- Strategy
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How S&P DJI’s Fixed Income Indices Harness Data and Technology to Power the Markets of the Future
Thanks to the clever ad campaign by Policygenius, riders of the NYC subway have been reminded that we were promised glass-domed houses, flying cars, and vacation homes in outer space by 2020. Although robot maids may have come true via Amazon’s Alexa, they definitely fall short of the robot maid Rosie from the cartoon The…
- Categories Fixed Income
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- Fixed Income
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Mid Caps Less Risky Than Large Caps?
In November, there was high market volatility in response to at least a few major events including the U.S. midterm elections, Brexit, G20 and Fed Chair Powell’s comments. The risk (measured by 30-day annualized volatility) on Nov. 30, 2018 for the S&P 500 was 20.6%, which is 3.5 times higher than its risk of 5.9%…
- Categories Equities, S&P 500 & DJIA
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