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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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Other Strategies
Sustainability
Thematics
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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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S&P DJI has an extensive history of delivering robust and transparent benchmarks to the financial industry and always endeavors to deliver high quality indices in conformity with our core values and in compliance with all applicable laws and regulations as well as industry standards and guidelines. S&P Global's Code of Business Ethics coupled with S&P DJI policies and procedures set the standard for an effective governance program.
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S&P 500 Sector Rotator Daily RC2 10% (5Yr Treasury) Index
The S&P 500® Sector Rotator Daily RC2 10% (5Yr Treasury) Index relies on the S&P 500 High Momentum Value Sector Rotation, which is designed to measure the performance of S&P 500 sectors with attractive valuations with a momentum overlay, as the underlying strategy. The Risk Control 2 volatility targeting overlay uses mathematical algorithms between the index and the S&P 5-Year U.S. Treasury Note Futures Index to dynamically rebalance the strategy to control the index risk profile at a predefined volatility target of 10%. The S&P Daily Risk Control Indices comprise various volatility targets and underlying universes (S&P 500, S&P 500 Dividend Aristocrats®, S&P 500 Low Volatility Index, etc.).
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- Index News
- Nov 15, 2021
- 3:07 PM
S&P Dow Jones Indices' Consultation on Potential Replacement Rates for USD London Interbank Offered Rates
S&P Dow Jones Indices' Consultation on Potential Replacement Rates for USD London Interbank Offered Rates
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- Index News
- Oct 27, 2021
- 5:15 PM
Reminder: S&P Dow Jones Indices' Replacement Rates for Key London Interbank Offered Rates
Reminder: S&P Dow Jones Indices' Replacement Rates for Key London Interbank Offered Rates
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- Index News
- Oct 12, 2021
- 5:16 PM
S&P Dow Jones Indices' Consultation on Potential Replacement Rates for Key London Interbank Offered Rates - Results
S&P Dow Jones Indices' Consultation on Potential Replacement Rates for Key London Interbank Offered Rates - Results
Research & Insights
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