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. At the beginning of each six-month period, three separate decision signals are derived from the rules acting on the latest available data.
Standard & Poor’s Dynamic Multi-Asset Strategy (CV) Index reflects the impact of changes in the underlying macroeconomic and valuation variables on the shifts in asset allocation strategies. It is a quantitative, rules-based model that uses pre-defined rules operating on both macroeconomic and valuation metrics to arrive at allocation decisions. The S&P 500, the S&P Europe 350, the S&P GSCI™ Excess Return Index, IBOXX and EONIA indices are used as proxies for the performance calculation.
Index Governance and Policy
This index is maintained by the S&P Index Committee, whose members include Standard & Poor's economists and index analysts. It follows a set of published guidelines and policies that provide the transparent methodologies used to maintain the index.
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