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 500 Dynamic Intraday

    S&P 500 Dynamic Intraday

    The S&P 500® Dynamic Intraday TCA Index aims to provide exposure to the S&P 500 through the use of E-mini S&P 500 futures, while applying an intraday volatility control and trend-following mechanism. The index rebalances up to 13 times daily using a time-weighted average price (TWAP).

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  • S&P 500 Futures Edge Volatility

    S&P 500 Futures Edge Volatility

    The S&P 500® Futures 35% Edge Volatility Index measures the performance of a leveraged strategy applied to the S&P 500 Futures Index based on a forward-looking volatility estimate. The index comprises five equally weighted subindices, with each subindex rebalancing on one day of the week, applying a floor at 25% of the prior week’s rebalancing and a leverage cap. The index targets a 35% annualized volatility. 

    Learn more

  • S&P 500 Daily Covered Call

    S&P 500 Daily Covered Call

    The S&P 500 Daily Covered Call Index seeks to measure the performance of a long position in the S&P 500 TR and a short position in a standard S&P 500 daily call option. The index aims to reflect higher income generation and lower timing risk by using daily options as opposed to monthly options.

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Indices

GRAPH VIEW LIST VIEW

Intraday Risk Control

Seek to react more quickly to market movements by measuring volatility in one or more periods throughout the trading day and rebalancing accordingly in order to provide a more stable volatility experience.

Defined Volatility

Focus on leveraged strategies applied to an underlying index and target specified levels of volatility.

Option Strategies

Include covered call and defined outcome indices that seek to provide differentiated payoff structures.

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

  • Applying Nobel Prize-Winning Research to the S&P 500

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  • Innovating for Insurance: S&P 500 Duo Swift Index

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  • Charting a “Smarter” Path to the S&P 500

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  • An Adaptive Approach to Multi-Asset Diversification

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  • Using the News to Select a More Stable Path to the S&P 500

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

    Watch now

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