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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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| S&P Forward Interest Rate Arbitrage Indices
The S&P Forward Rate Arbitrage Indices seek to model the outcome of a forward interest rate arbitrage strategy that seeks to profit from the commonly observed tendency for forward interest rates to be overstated by the spot yield curve. |
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| Corporate Cluster Series |
Factsheet |
Methodology |
FAQ |
| S&P Japan Corporate Group Index - Mitsubishi Group Cluster
The S&P Corporate Group Indices are designed to provide liquid exposure to the component companies of corporate groups or conglomerates such as the Mitsubishi Group. |
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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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| Dividend Alternatives |
Factsheet |
Methodology |
FAQ |
| S&P MLP Index
Provides exposure to leading partnerships that trade on major U.S. exchanges. |
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| S&P U.S. Preferred Stock Index
Designed to be an investable benchmark representing the U.S. preferred stock market. |
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| S&P/TSX Preferred Share Index
The S&P/TSX Preferred Share Index is designed to serve the investment community’s need for an investable benchmark representing the Canadian preferred stock market. The index is comprised of preferred stocks trading on the Toronto Stock Exchange that meet criteria relating to minimum size, liquidity, issuer rating, and exchange listing. |
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| Dividend Aristocrats |
Factsheet |
Methodology |
FAQ |
| S&P 500 Dividend Aristocrats
Consists of S&P 500 companies that have 25 consecutive years of increasing dividend. |
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| S&P Europe 350 Dividend Aristocrats
Consists of S&P Europe 350 companies that have 10 continuous years of increasing dividend. |
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| S&P High Yield Dividend Aristocrats
Top 50 S&P Composite 1500 companies with 25 consecutive years of increasing dividends. |
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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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| S&P Pan Asia Dividend Aristocrats
Measures the performance of constituents within the S&P Pan Asia BMI that have followed a policy of consistently increasing dividends every year for at least seven years. |
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| Dividend Opportunities |
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 Pan Asia Dividend Opportunities
The S&P Pan Asia Dividend Opportunities Index is designed to measure the performance of 50 Pan-Asian stocks that have high dividend yields. |
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| S&P/CITIC China A-Share Dividend Opportunities
The S&P/CITIC China A-Share Dividend Opportunities Index provides exposure to high yielding common stocks trading in China while meeting diversification, stability and tradability requirements. |
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| Diverse |
Factsheet |
Methodology |
FAQ |
| 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 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 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 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 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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| Inverse and Leverage |
Factsheet |
Methodology |
FAQ |
| S&P 500 Inverse Daily Index
The S&P 500 Inverse Daily index provides the inverse performance of the S&P 500, representing a short position in the index. |
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| S&P 500 2x Inverse Daily
The S&P 500 2x Inverse Dialy Index provides two times the inverse performance of the S&P 500, representing a short position in the index. |
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| S&P 500 2x Leverage Daily
The S&P 500 2x Leverage Daily Index reflects 200% of the return (positive or negative) of the S&P 500 including dividends and price movements. |
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| Fund 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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| Risk Control Indices |
Factsheet |
Methodology |
FAQ |
| S&P Global Infrastructure Risk Control 12% Index
An index offering investors greater stability and a reduction in the overall risk level of the S&P Global Infrastructure Index. |
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| S&P BRIC 40 Risk Control 18% Index
An index offering investors greater stability and a reduction in the overall risk level of the S&P BRIC 40. |
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| S&P Latin America 40 Risk Control 18% Index
An index offering investors greater stability and a reduction in the overall risk level of the S&P Latin America 40 Index. |
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| S&P Southeast Asia 40 Risk Control 18% Index
An index offering investors greater stability and a reduction in the overall risk level of the S&P Southeast Asia 40 Index. |
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| S&P 500 Risk Control 10% Index
An index offering investors greater stability and a reduction in the overall risk level of the S&P 500 Index. |
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| S&P/ASX 200 Risk Control 15% Index
An index offering investors greater stability and a reduction in the overall risk level of the S&P/ASX 200 Index. |
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| STARS Series |
Factsheet |
Methodology |
FAQ |
| 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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| Target Allocation Series |
Factsheet |
Methodology |
FAQ |
| S&P Target Date Indices
Standard & Poor’s Target Date Index Series, a member of the S&P Target Allocation Index Series, is comprised of nine multi-asset class indices, each corresponding to a particular target retirement date. |
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| S&P Target Risk Indices
Standard & Poor’s Target Risk Index Series, a member of the S&P Target Allocation Index Family, is comprised of four multi-asset class indices, each corresponding to a particular risk level. |
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| Alpha Strategies |
Factsheet |
Methodology |
FAQ |
| S&P Alpha Control 3 Strategy Index
The S&P Alpha Control 3 Strategy is designed to generate absolute returns with low correlation to traditional markets. |
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| 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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