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Tag Archives: S&P Multi-Asset Dynamic Inflation Strategy Index

Mar 18, 2022

Inflation Is Here. A Multi-Asset Dynamic Hedging Strategy Is Also Here.

The S&P Multi-Asset Dynamic Inflation Strategy Index was launched in 2021 to offer a more dynamic, rotational approach to integrating inflation hedging than the typical static 5%-10% allocation to commodities. The index dynamically weights asset class constituents monthly based on the underlying inflation regime represented by the latest monthly U.S. Consumer Price Index (CPI) reading.1…

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Sep 9, 2021

Introducing the S&P Multi-Asset Dynamic Inflation Strategy Index – Part 2

In a previous blog, we highlighted the objective of the S&P Multi-Asset Dynamic Inflation Strategy Index and summarized its methodology. We justified our strategy choice for each inflation regime (high, medium, low) and illustrated how the index dynamically switches between these strategies based on a monthly inflation forecast. In this blog, we will take a…

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Sep 8, 2021

Introducing the S&P Multi-Asset Dynamic Inflation Strategy Index – Part 1

Inflation is one of the most significant risks to investment returns over the long term. Core equities and conventional bonds tend to deliver below-average returns in rising inflation environments, which can encourage investors to seek out inflation-sensitive assets, such as commodities, inflation-linked bonds, REITs, natural resource stocks, and gold, to protect their portfolios from inflation…

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