Tag Archives: U.S. Corporate Bonds

The Outperformance of the S&P U.S. High Yield Low Volatility Corporate Bond Index since Q4 2018

Senior Director, Global Research & Design

S&P Dow Jones Indices

September 13, 2019 - 9:00 am

The S&P U.S. High Yield Low Volatility Corporate Bond Index[1] is designed as a low volatility strategy in the high yield bond universe. The index aims to deliver higher risk-adjusted returns than the underlying broad-based benchmark through mitigating uncompensated credit risk. The back-tested index performance demonstrated the efficacy of the low volatility strategy, with reduced Read more […]

Defensiveness of the Credit Strength Strategy in U.S. Corporate Bonds

Hong Xie

Senior Director, Global Research & Design

S&P Dow Jones Indices

August 7, 2019 - 9:00 am

Category: Fixed Income

Our fundamental credit strength strategy uses credit ratios to screen out issuers with risky credit profiles and construct corporate bond portfolios with strong credit quality (for a detailed methodology, please see our previous blog). Our research shows that a credit strength strategy can potentially reduce return volatility and improve drawdowns. Our goal in this blog Read more […]

Also tagged:
credit ratios, credit strength, credit strength strategy, financials sector, fixed income, High Yield, Investment Grade, S&P U.S. High Yield Corporate Bond Index, S&P U.S. Investment Grade Corporate Bond Index

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