Tag Archives: U.S. Treasuries
Examining Defensive Strategies Through an Index Lens
How are advisors using indices to evaluate defensive strategies as they look to protect client goals amid rising rates and inflation? Join TD Wealth’s Andrew Neatt and S&P DJI’s Julie Ballard for a closer look at the S&P 500 Dividend Aristocrats and S&P 500 Quality indices.
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Andrew Neatt, diversification, dividends, Downside Protection, ETFs, Financial Advisors, indexing, inflation protection, Julie Ballard, momentum factor, multi-asset, quality factor, real assets, rising rate protection, S&P 500 Dividend Aristocrats, S&P 500 Factors, S&P 500 Quality, S&P Dow Jones Indices, TD Wealth Management, wealth management
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- Andrew Neatt, diversification, dividends, Downside Protection, ETFs, Financial Advisors, indexing, inflation protection, Julie Ballard, momentum factor, multi-asset, quality factor, real assets, rising rate protection, S&P 500 Dividend Aristocrats, S&P 500 Factors, S&P 500 Quality, S&P Dow Jones Indices, TD Wealth Management, wealth management
An Efficient, Rules-Based Approach to Factor Rotation
Explore how the design of the S&P 500 Factor Rotator Daily RC2 7% Index is helping democratize access to factor investing, providing a simple, rules-based blueprint for building dynamic factor strategies.
- Categories Factors, Strategy
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dynamic rebalancing, factor investing, Factor Rotation, indexing, Indexing insurance, low volatility, multi-asset, Multi-Factor, risk control 2.0, S&P 500 Enhanced Value, S&P 500 Factor Rotator Daily RC2 7% Index, S&P 500 Factors, S&P 500 High Dividend, S&P 500 Low Volatility, S&P 500 Momentum, S&P 500 Quality, S&P Dow Jones Indices
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- dynamic rebalancing, factor investing, Factor Rotation, indexing, Indexing insurance, low volatility, multi-asset, Multi-Factor, risk control 2.0, S&P 500 Enhanced Value, S&P 500 Factor Rotator Daily RC2 7% Index, S&P 500 Factors, S&P 500 High Dividend, S&P 500 Low Volatility, S&P 500 Momentum, S&P 500 Quality, S&P Dow Jones Indices
S&P MAESTRO 5 Index: A Sophisticated Composition Designed to Simplify Risk Management
Get to know the S&P MAESTRO 5 Index, a diversified, multi-asset, multi-factor risk parity strategy designed to help investors hit the right notes across a range of market conditions.
- Categories Commodities, Equities, Factors, Fixed Income, Strategy
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- Commodities, Equities, Factors, Fixed Income, Strategy
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How Liquid Alternatives Deliver Diversification
Examine the potential pros and cons of liquid alternatives and how index innovations may help insurers diversify and protect against risk with S&P DJI’s Rupert Watts and Kelsey Stokes. Watch S&P DJI’s Annual Insurance Summit: https://www.spglobal.com/spdji/en/events/annual-insurance-investment-summit-how-are-insurers-staying-ahead-of-the-curve/#summary
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alternative risk premia, benchmarking liquid alternatives, bottom up index construction, commodities, diversification, ETFs, fixed income, indexed strategies, indexing liquid alternatives, Insurance General Accounts, insurers, liquid alternatives, lower for longer, managed futures, multi-asset, risk parity, S&P Dow Jones Indices
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- alternative risk premia, benchmarking liquid alternatives, bottom up index construction, commodities, diversification, ETFs, fixed income, indexed strategies, indexing liquid alternatives, Insurance General Accounts, insurers, liquid alternatives, lower for longer, managed futures, multi-asset, risk parity, S&P Dow Jones Indices
U.S. Treasuries Sold Off with Rising Breakeven Inflation in January
The year 2021 started with a continuous sell-off in the U.S. Treasury bond market. Starting on the second trading day of the year, yield on the 10-year U.S. Treasury Bond rose for five consecutive trading days by 23 bps until Jan. 12, 2021, when strong auction results for the 10-year note pulled the yield back…
- Categories Fixed Income
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Gold and U.S. Treasuries Helped the S&P MARC 5% Index Performance YTD
Despite substantial market volatility and significant drawdowns in the first quarter of 2020, the S&P MARC 5% Index ended the quarter in positive territory (see The Importance of Asset Class Diversification: A Performance Analysis of the S&P MARC 5% Index). With markets staging impressive rebounds, we take a renewed look at the performance of the…
- Categories Commodities, Equities, Fixed Income, Strategy
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The Flood of U.S. Treasury Issuance and Duration Supply Continues
In its Q3 2020 refunding statement1 released on Aug. 5, 2020, the U.S. Treasury announced its plan to increase auction sizes across all nominal coupon tenors over the August-October quarter, with larger increases in longer tenors (7-year, 10-year, 20-year and 30-year). To gauge the demand appetite for U.S. Treasuries, let’s review the size and composition…
- Categories Fixed Income
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Q2 2020 Performance Review for the S&P Risk Parity Indices
Risk appetite returned in the second quarter of 2020, spurred by the easing of COVID-19 lockdowns and aggressive economic stimulus measures. The S&P 500® rebounded, finishing the quarter up 20.5%, and yields on U.S. Treasuries saw little change. In commodities, the S&P GSCI rallied, with energy posting a sharp gain as oil-producing countries agreed on…
- Categories Commodities, Equities, Fixed Income
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Increased Supply of U.S. Treasuries and Interest Rate Risk
Since March 2020, the federal government has enacted four pieces of legislation to assist businesses and individuals weather the economic downtown triggered by the COVID-19 outbreak. According to the Congressional Budget Office (CBO), these four pandemic-related laws are projected to increase the federal deficit by USD 2.2 trillion in fiscal year 2020 and by USD…
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Bye Bye Bull Market: Reaction to Coronavirus
The last few weeks have definitely felt like a “where were you when…?” moment as coronavirus fears spread around the world and many people’s day-to-day lives have been disrupted. Amid the anxiety and disruption, global financial markets nosedived, sending all major equity indices tumbling, VIX® soaring to levels not seen since the financial crisis, and…
- Categories Equities, S&P 500 & DJIA
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