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| Arbitrage |
Factsheet |
Methodology |
FAQ |
| S&P 500 Volatility Arbitrage Index
The S&P 500 Volatility Arbitrage Index seeks to model a common strategy that takes advantage of the difference between implied volatility and realized volatility. |
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| S&P Currency Arbitrage Index
The S&P Currency Arbitrage Index seeks to model a carry trade strategy consisting of positions in the G10 currencies based on their relative interest rates versus the U.S. Dollar. |
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| S&P Long-Only Merger Arbitrage Index
The S&P Long-Only Merger Arbitrage Index seeks to model a risk arbitrage strategy that exploits commonly observed price changes associated with mergers. |
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| Currency Beta Series |
Factsheet |
Methodology |
FAQ |
| S&P Chinese Renminbi Index
The S&P Chinese Renminbi Index is designed as a tradable index that replicates the performance of the Chinese Renminbi versus the U.S. Dollar. |
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| S&P Indian Rupee Index
The S&P Indian Rupee Index is designed as a tradable index that replicates the performance of the Indian Rupee versus the U.S. Dollar. |
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| Diverse |
Factsheet |
Methodology |
FAQ |
| S&P Dividend Opportunities Indices
The S&P Dividend Opportunities Indices are designed to serve as benchmarks for global income seeking investors. The indices seek to provide exposure to 100 high yielding common stocks from around the world while meeting diversification, stability and tradability requirements. |
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| S&P 500 130/30 Strategy Index
Measures the performance of an investment strategy that establishes over- and under-weight positions relative to the S&P 500. |
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| S&P All STARS Baskets
Based on our world renowned, independent equity research and proprietary stock ranking system, STARS (STock Appreciation Ranking System), Standard & Poor's offers three sets of rules-based S&P All STARS baskets, focusing on high growth potential stocks in the US, Europe and Asia.
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| S&P Europe STARS
Measures the performance of stocks that currently rank 4 or 5 STARS by Standard & Poor's European equity research group. |
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| S&P U.S. STARS
Measures the performance of stocks within the S&P Composite 1500 Universe that currently rank 4 or 5 STARS by Standard & Poor's global equity research group. |
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| Citigroup S&P Global STARS Custom Index
The Citigroup S&P Global STARS Custom Index(Total Return) (the “Index”) is an index developed by Citigroup and Standard & Poor's to provide a research-based equity index which will provide exposure to stocks with high growth potential following S&P’s analysts’ latest recommendations. |
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| S&P Global PowerPicks
Reflects the performance of Standard & Poor’s equity research analysts’ PowerPicks recommendations. |
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| S&P Mid-Year Global PowerPicks
Reflects the performance of Standard & Poor’s equity research analysts’ PowerPicks recommendations. |
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| S&P Dividend Growth Baskets
S&P Dividend Growth Baskets measure the performance of certain baskets of stocks that have a consistent record of paying increasing dividends. |
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| S&P Pan Asia 50 High Dividend
The S&P Pan Asia 50 High Dividend Index is designed to measure the performance of 50 Pan-Asian stocks that have high dividend yields. |
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| S&P Dynamic Multi Asset Strategy
The S&P Dynamic Multi-Asset Strategy Index is an objective dynamic asset allocation strategy index that follows a model based on a pre-defined set of rules operating on both macroeconomic and valuation metrics. |
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| S&P World Dynamic Strategy
Standard & Poor's World Dynamic Strategy Index reflects the performance of an investment strategy that attempts to predict the relative performance of the U.S. , European & Japanese equity markets for the forthcoming quarter. |
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| S&P Pure Style Strategy Index
The Standard & Poor’s Pure Style Strategy Index provides a systematic way of periodically selecting between growth and value U.S. equity investments. |
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| S&P Global Challengers 40
The S&P Global Challengers 40 Index is a liquid, geographically diversified basket of mid-size companies that show the highest growth along dimensions encompassing intrinsic and extrinsic growth. |
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| S&P Global Challengers Index ™ Pan Asia Ex-China
The S&P Global Challengers Index ™ Pan Asia Ex-China measures the performance of Asian companies (excluding China) on the S&P Global Challengers List ™. |
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| S&P/TSX Canadian Dividend Aristocrats
The S&P/TSX Canadian Dividend Aristocrats index is designed to measure the performance of S&P/Citigroup Broad Market Index (BMI) Canada constituents that have followed a managed-dividends policy of consistently increasing dividends every year for at least seven years. |
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| Select Plus Strategies |
Factsheet |
Methodology |
FAQ |
| S&P Europe Select Plus Custom Index
The S&P Europe Select Plus Custom Index ("Custom Index") objective attempts to produce returns in excess of the Dow Jones Eurostoxx50 Total Return index in a disciplined and consistent manner. |
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| S&P U.S. Select Plus Custom Index
The S&P U.S. Select Plus Custom Index ("Custom Index") objective attempts to produce returns in excess of the S&P 500 Total Return Index in a disciplined and consistent manner. |
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| X-Alpha Strategies |
Factsheet |
Methodology |
FAQ |
| S&P X-Alpha EUR Total Return Strategy Index
The Standard & Poor’s X-Alpha EUR Total Return Strategy Index measures the performance of a rules-based, quantitative investment strategy that reflects the relative performance of growth and value indices to associated benchmarks for four geographic areas, the Eurozone, the USA, Japan and the United Kingdom. |
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| S&P X-Alpha EUR Excess Return Strategy Index
The Standard & Poor’s X-Alpha EUR Excess Return Strategy Index measures the performance of a rules-based, quantitative investment strategy that reflects the relative performance of growth and value indices to associated benchmarks for four geographic areas, the Eurozone, the USA, Japan and the United Kingdom. |
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| S&P X-Alpha USD Total Return Strategy Index
The Standard & Poor’s X-Alpha USD Total Return Strategy Index measures the performance of a rules-based, quantitative investment strategy that reflects the relative performance of growth and value indices to associated benchmarks for four geographic areas, the Eurozone, the USA, Japan and the United Kingdom. |
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| S&P X-Alpha USD Excess Return Strategy Index
The Standard & Poor’s X-Alpha USD Excess Return Strategy Index measures the performance of a rules-based, quantitative investment strategy that reflects the relative performance of growth and value indices to associated benchmarks for four geographic areas, the Eurozone, the USA, Japan and the United Kingdom. |
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