Multi-Asset

Liquid Alternatives

Multi-Asset

Liquid Alternatives

Multi-Asset

Liquid Alternatives

We offer a range of liquid alternative indices. Key series include our risk parity, alternative risk premia, and managed futures indices.

Indices

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Alternative Risk Premia

Our alternative risk premia indices are designed to isolate pure risk sources using long-short strategies, with the goal of enhancing diversification.

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Managed Futures

Some of our managed futures strategies use a quantitative methodology to track the prices of over 30 commodity, foreign exchange, and financial futures contracts, while other strategies take a long or short investment position depending on the trending signal generated by a regression of the historical prices.

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Risk Parity

The S&P Risk Parity Indices seek to measure the performance of a multi-asset strategy that allocates risk equally among equity, fixed income, and commodities futures contracts. Within each asset class, the indices also maintain an equal risk exposure to each individual futures contract. The balanced risk contribution is designed to offer diversification that may reduce risk without sacrificing return across different economic cycles. The indices are also designed to serve as benchmarks for risk parity funds.

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Risk Parity 2.0

The S&P Risk Parity 2.0 Indices seek to measure the performance of a multi-asset risk parity strategy that allocates predetermined risk exposure among Treasury-Inflation Protected Securities (TIPS) and futures contracts on equities, nominal bonds and commodities. The indices follow a quantitative approach to assign risk exposure to the asset classes and are leveraged to achieve the predetermined target volatilities.

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Research & Insights

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