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For over 20 years, our renowned SPIVA research has measured actively managed funds against their index benchmarks worldwide.
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S&P DJI combines global reach with local expertise, working with exchanges around the world to build indices for both the local and international investment communities.
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For over 20 years, our renowned SPIVA research has measured actively managed funds against their index benchmarks worldwide.
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Register to attend complimentary webinars and deepen your knowledge of current trends and issues impacting the index universe today.
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For over 20 years, our renowned SPIVA research has measured actively managed funds against their index benchmarks worldwide.
Events & Webinars
Register to attend complimentary webinars and deepen your knowledge of current trends and issues impacting the index universe today.
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Dow Jones U.S. Thematic Market Neutral Size Index
DJTMNSS
The index is designed to measure the performance of a long/short strategy utilizing long positions in small-cap companies and short positions in large-cap companies. Size is determined by float-adjusted market capitalization at each rebalance. The index is calculated using long and short indices as its basis. It is designed to be market- and sector-neutral.
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Constituents
Top 10 Constituents by Index Weight
Full Constituents List-
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Sector*
