Investors are increasingly turning to liquid alternatives to satisfy their need for strategies that use liquid instruments and may offer low or even negative correlations with equities, reduced drawdowns in times of stress, and improved risk-adjusted returns. Many liquid alternative strategies lend themselves to indexing given that they are often rules-based and utilize liquid underlying instruments. S&P DJI uses its deep multi-asset capabilities as well as input from asset managers, asset owners, and consultants to create indices that allow investors to expand their toolkit in this space.

Advantages of an Index Approach

Our indices follow transparent methodologies and provide full look-through into the underlying holdings.
Our indices typically use exchange-traded instruments and provide daily pricing.
Our indices can be passively replicated, making them investable.
Our indices are suitable for benchmarking and can be tailored to meet specific investor needs.

We use our multi-asset capabilities to create rules-based liquid alternative indices with several key advantages.

How Liquid Alternatives Deliver Diversification

Examine the potential pros and cons of liquid alternatives and how index innovations may help insurers diversify and protect against risk with S&P DJI’s Rupert Watts and Kelsey Stokes.

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Key Index Families

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

Liquid Alts Key Index Families

Featured Research & Insights

  • Indexing Liquid Alternatives

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  • Simplifying Risk Management With Index-Based Liquid Alternatives

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  • Seeking Volatility Protection Using Indices

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