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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 Emerging Market Infrastructure Daily Risk Control 15% Index
SPGE15UN
The S&P Emerging Market Infrastructure Daily Risk Control 15% Index represents a portfolio consisting of the S&P Emerging Market Infrastructure Index and a cash component accruing interest. It is dynamically adjusted to target a 15% level of volatility. Realized historical volatility is calculated using an exponentially weighted average. Short and long-term measures of volatility are taken using decay factors of 94% and 97%, respectively.
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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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