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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.
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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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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 Systematic Mean Reversion Tactical Allocator Index
SPSMRT
The S&P 500® Systematic Mean Reversion Tactical Allocator (SMRT) Index implements a mean reversion factor to determine the dynamic leverage on the S&P 500 PR. The factor is based on the index level at market close and the index’s exponential weighted moving average, and the factor is adjusted by volatility to determine leverage and subtracts a funding rate from the leverage portion.
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- Index News
- Dec 02, 2021
- 5:15 PM
S&P Dow Jones Indices' Consultation on Potential Replacement Rates for USD London Interbank Offered Rates - Results
S&P Dow Jones Indices' Consultation on Potential Replacement Rates for USD London Interbank Offered Rates - Results
-
- Index News
- Nov 18, 2021
- 2:46 PM
S&P Dow Jones Indices' Consultation on Potential Replacement Rates for USD London Interbank Offered Rates - Updated
S&P Dow Jones Indices' Consultation on Potential Replacement Rates for USD London Interbank Offered Rates - Updated
-
- 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
-
- 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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