Tag Archives: s&p risk parity 2.0 indices
Risk Parity 2.0 Performance Review
In our two previous blogs on risk parity 2.0 (see here and here), we covered the philosophy and methodological differences between the original S&P Risk Parity Indices and the newly launched S&P Risk Parity 2.0 Indices. This third and final installment of this series now looks at the performance and attribution statistics of the S&P…
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S&P Risk Parity 2.0 Index Methodology Highlights
This blog is the second in a three-part series introducing the S&P Risk Parity 2.0 Indices. The first blog highlighted the differences between these new indices and the original ones. In this installment, we will take a closer look at the methodology of the newly launched S&P Risk Parity 2.0 Index Series. Constituent Changes Incorporating…
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Risk Parity Act Two: Presenting the S&P Risk Parity 2.0 Indices
While the rationale behind risk parity is well understood, the implementation frameworks often differ. For example, some implementations are purely passive while others are more active, the way risk is defined can differ, and the underlying instruments used can vary. In 2018, the S&P Risk Parity Indices became the first transparent, rules-based benchmarks offered in…
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