You have the objective, we have the solution. Built on iconic indices including the 500™ and iBoxx, our sophisticated, off-the-shelf multi-asset strategies, including new intraday volatility management solutions, are designed to balance risk and return through the convenience of a single index.

Why Multi-Asset?

Our multi-asset indices are designed to track strategies that address specific investor goals including:

Managing Volatility
Risk control overlays allow indices to dynamically rebalance to maintain a target volatility level using cash, Treasuries, or synthetic put positions.
Absolute Return
Diversification and precise balancing among multiple asset classes can align with strategies seeking to achieve positive returns across market environments.
Inflation Hedging
The performance of commodities and TIPS may correlate with increases in inflation, making them potential inflation hedges when added to equities or bonds.
Retirement
Total-portfolio solutions rebalance automatically based on expected retirement date.
Sustainability Outcomes
It’s now possible to express ESG viewpoints across equities, bonds, and more.

We understand that investors often aren’t choosing between different asset classes—they’re looking to combine them efficiently to meet their objectives.

Income
Balancing equities with bonds may result in added income potential.

In the Spotlight

 

  • S&P MAESTRO 5

    S&P MAESTRO 5

    The S&P MAESTRO 5 index is a diversified, multi-asset and multi-factor risk parity strategy designed to provide downside protection and upside potential through a wide range of market conditions. Its rules-based, dynamic methodology aims to allocate risk equally among its diverse mix of equities, fixed income, commodities, and VIX® futures.

    Learn more

  • S&P 500 Futures Defined Volatility Indices

    S&P 500 Futures Defined Volatility Indices

    The S&P 500® Futures Defined Volatility Index Series seeks to measure the performance of dynamic rules-based strategies that track the S&P 500 via the underlying S&P 500 Futures (3-Day Roll) Index. The indices are designed to maintain a pre-defined level of volatility by applying leverage, which is calculated based on the current weekly implied volatility of the S&P 500.

    View brochure
    Watch video

  • S&P PRISM Index

    S&P PRISM Index

    PRISM™ is an index-based solution intended to provide multi-asset diversification within a simple risk-weighting framework. Constructed as an index of indices, it measures the performance of an inverse-risk-weighted basket of three component indices representing fixed income, equities, and commodities, after accounting for technical and fundamental indicators.

    Learn more

Indices

GRAPH VIEW LIST VIEW

Managed Volatility

Use the methodology of their underlying benchmarks overlaid with a mathematical algorithm designed to maintain the index risk level at a specific volatility target

Retirement

Aim to measure the performance of multi-asset portfolios that correspond to particular target retirement dates or risk levels

Liquid Alternatives

Designed as liquid diversifiers that may offer low or even negative correlations to equities, reduced drawdowns in periods of stress, and improved risk-adjusted returns

General Allocation

Seek to align with specific strategies or investment goals through exposure to multiple asset classes

Theme Allocation

Seek to reflect specific trends and themes through systematic strategies with exposure to multiple asset classes

Monthly Multi-Asset Index Performance Reports

S&P 500® Engle 8% VT TCA Index
S&P 500® Engle 10% VT Index
S&P Global Diversified 7.5% TCA 0.75% Decrement Index
S&P Commodity Risk Premia Diversifier TCA Index
S&P 500 Duo Swift Index
S&P MARC 5% Index
Volatility Controlled Indices
S&P PRISM Index
S&P 500 Dividend Aristocrats Daily Risk Control 5% Index
S&P 500 FC TCA 0.50% Decrement Index
S&P 500 Dynamic Intraday TCA Index
S&P 500 Market Agility 10 TCA 0.50% Decrement Index
S&P 500 RavenPack AI Index
S&P 500 Options Strategy Indices

Indexology® Blog

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Research & Insights

  • A Dynamic, Diverse, Multi-Asset Approach to ESG

    Watch now
  • InsuranceTalks: An Enhanced Approach to Managing Risk

    Read on
  • How Target Outcome Indices Work

    Watch now
  • Innovating for Insurance: S&P MARC 5% Index

    Watch now
  • Indexing Risk Parity Strategies

    Read on

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