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Nov 07 2017

An In-Depth Look at the Dow Jones Sukuk Indices

Market participant appetite for sukuk remains, and there is a tendency to favor higher-yielding and longer-tenor sukuk.

Oct 12 2017

Benchmarking Lifecycle Investment Strategies: Introducing the S&P/BMV Mexico Target Risk Indices

S&P Dow Jones Indices has introduced the S&P/BMV Mexico Target Risk Index Series, a series of multi-asset class indices that are designed to serve as benchmarks for the Mexican pension system.

Sep 26 2017

Hedging High Yield and Emerging Market Bond Tail Risk With VIX® Futures

In this paper, we investigate the relationship between the credit bond sectors and the CBOE Volatility Index® (VIX), a leading indicator of the implied volatility of the U.S. equity market.

Aug 10 2017

Incorporating Liquidity Measures in Constructing a Corporate Bond Index

In this paper, we examine liquidity criteria that can potentially be used in the construction of replicable and liquid fixed income indices.

Aug 08 2017

SPIVA® Institutional Scorecard–How Much Do Fees Affect the Active Versus Passive Debate?

This report examines the impact of fees on the performance of mutual funds and institutional managed accounts across equity and fixed income categories, using gross- and net-of-fees returns.

May 30 2017

Mid-Year Research Update - 2017

Most active managers fail most of the time, at least if we define failure as underperformance of an appropriate passive benchmark. Success, when it does occur, tends not to persist.

May 04 2017

Completing the Picture: Measuring Environmental Performance Across Multi-Asset Investment Strategies

How can market participants obtain a complete picture of corporate environmental performance?

Apr 28 2017

The Energy Effect

Apr 28 2017

Sector Showdown

Apr 18 2017

How Safe Is Your Sector?

Explore an analysis of the required returns of stock and bond sectors to understand potential weighting opportunities within each asset class and to find the relative value between asset classes within each sector.

Apr 12 2017

Should Municipal Bonds be Considered “Core”?

In the current financial environment, the often misunderstood municipal bond market is not considered to be a “core” asset class by many investors, nor is it labeled as such by institutions offering financial products to investors

Feb 28 2017

Persistence of Australian Active Funds

While comparing active funds against a benchmark index is a typical practice used to evaluate their performance, persistence is an additional test that reveals fund managers’ skills in different market environments.

Dec 15 2016

Persistence Scorecard: December 2016

Does Past Performance Matter?

Nov 23 2016

Liquid by Design–Building Brazilian Inflation-Linked Bond Indices

Historically, inflation has been a concern in Brazil. Inflation-linked bond strategies are commonly used by market participants as a way to manage changes in inflation; however, due to market constraints and limited trading volume, not all issuances are liquid.

Aug 24 2016

Fixed Income Update: Unveiling the Hidden Cost of Retail Bond Buying & Selling August 2016

Owning individual bonds has its risks and rewards. However, buying a bond entails an unseen transaction cost, which may not always be clear to retail investors. This transaction cost exists because bonds are not typically sold with a commission. Instead, a markup is built into the bond price.

Jul 21 2016

SPIVA® Institutional Scorecard–How Much Do Fees Affect the Active Versus Passive Debate?

Our findings show that within domestic equity, the majority of managers in nearly every category underperformed their respective benchmarks over the five-year horizon, for both retail funds and institutional accounts.

Jul 15 2016

S&P 500® Bond Index Sector Rotation Strategies

The concept of trend-following as an investment strategy can be traced back to practitioners more than a century ago.

Jul 12 2016

Approaches to Benchmarking Listed Infrastructure

Why Consider Investing in Infrastructure?

Jun 15 2016

Fixed Income Update: Unveiling the Hidden Cost of Retail Bond Buying & Selling June 2016

Owning individual bonds has its risks and rewards. However, buying a bond entails an unseen transaction cost, which may not always be clear to retail investors.

May 10 2016

Unconstrained Bond Funds - A Closer Look

Unconstrained bond funds can also pose potential challenges for measuring and understanding their performance.

Mar 24 2016

Mexico’s Fixed Income Markets: March 2016

On Feb. 17, 2016, Mexican authorities launched a coordinated effort to stem the slide in the value of the Mexican peso (MXN).

Mar 22 2016

Factor-Based Investing in Fixed Income: A Case Study of the U.S. Investment-Grade Corporate Bond Market

Our analysis finds that factor-based fixed income strategies implemented in a rules-based, transparent index can represent an alternative tool for fixed income portfolios.

Jan 15 2016

Fixed Income Update: Unveiling the Hidden Cost of Retail Bond Buying & Selling January 2016

Owning individual bonds has its risks and rewards. However, buying a bond entails an unseen transaction cost, which may not always be clear to retail investors.

Oct 30 2015

Digging Deeper Into the U.S. Preferred Market

Like a common stock, a preferred stock is an equity security, representing ownership in a company. However, there are several significant differences between these two types of equity.

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