Tag Archives: rising rates
Exploring Two Decades of Fixed Income Innovation
Take a closer look at the latest SPIVA results as S&P DJI’s Brian Luke and BlackRock’s Stephen Laipply discuss how indexing works for fixed income, the iBoxx liquidity ecosystem, and what a growing range of passive tools could mean for yield seekers as income returns to fixed income.
- Categories Fixed Income
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Active vs. Passive, Bond ETFs, bond yields, Brian Luke, credit risk management, Derivatives, duration risk management, fixed income, Fixed Income ETFs, fixed income mutual funds, futures, high yield corporates, iBoxx, income generation, indexing, interest rate management, investment grade corporates, iTraxx, liquidity, options, S&P Indices vs. Active, SPIVA, total return swaps
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- Fixed Income
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- Active vs. Passive, Bond ETFs, bond yields, Brian Luke, credit risk management, Derivatives, duration risk management, fixed income, Fixed Income ETFs, fixed income mutual funds, futures, high yield corporates, iBoxx, income generation, indexing, interest rate management, investment grade corporates, iTraxx, liquidity, options, S&P Indices vs. Active, SPIVA, total return swaps
Exploring the Defensive Advantage
Take a closer look at the participation and protection characteristics of sector and defensive factor indices with S&P DJI’s Craig Lazzara and Anu Ganti.
- Categories Factors
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Anu Ganti, Craig Lazzara, defense beyond bonds, defensive factor indices, Defensive indices, efficient frontiers, ETFs, factor indices, growth factor, low volatility high dividends, minimum volatility, participation and protection, quality factor, S&P Dividend Aristocrats, Sector indices, US FA, volatile markets
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- Factors
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- Anu Ganti, Craig Lazzara, defense beyond bonds, defensive factor indices, Defensive indices, efficient frontiers, ETFs, factor indices, growth factor, low volatility high dividends, minimum volatility, participation and protection, quality factor, S&P Dividend Aristocrats, Sector indices, US FA, volatile markets
Defending with S&P Dividend Growers
How does constructing high capacity indices focusing on stable dividend growers and excluding potential value traps, tend to lead to higher profitability, reduced volatility, and greater risk-adjusted performance than the benchmark? S&P DJI’s Pavel Vaynshtok, Vanguard’s Janel Jackson, and MJP Wealth Advisors’ Brian Vendig take a closer look at the S&P Dividend Grower Indices.
- Categories Factors
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How Low Volatility Works in Challenging Markets
When does low volatility tend to outperform and why? S&P DJI’s Craig Lazzara and Invesco’s Nick Kalivas take a closer look at low vol performance in periods of rising rates and inflation, and explore what happens to risk/return when low vol is combined with other factors.
- Categories Factors
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Understanding the Low Volatility Anomaly
Take a deep dive into the low volatility anomaly as S&P DJI’s Craig Lazzara explains what the anomaly is, when and why it outperforms, and the role of dispersion in identifying potential opportunities.
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Defense in the Balance
Balanced portfolios traditionally (and definitionally) hold a mix of stocks and bonds. Stocks have been the better-performing asset over time, but with a level of volatility that many investors find unacceptably high. Although bonds are usually included in a balanced portfolio more as a volatility dampener than a return enhancer, during the bull market in…
Infrastructure to Strengthen a Portfolio in Volatile Times
Key Observations: Infrastructure owners and operators provide real asset exposure in inflationary environments Opportunities for yield on infrastructure continue to be relatively strong Infrastructure companies have delivered consistent operating margins over time How can investors power through the rising inflation, low real yields and sluggish profits in today’s volatile markets? The answer may be pure-play…
Defending with S&P Dividend Aristocrats
How do S&P Dividend Aristocrats respond to volatility, inflation and rising rates? S&P DJI’s Pavel Vaynshtok and ProShares’ Simeon Hyman take a closer look at how these quality dividend growers have performed in different market environments.
- Categories Equities
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- Equities
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3 Reasons To Love Equities When Rates Are Rising
Equities haven’t been the most lovable asset class lately but there are reasons to love them despite these prickly times. The first reason to love equities in rising rate times is that they have gained significantly. Since 1971, the S&P 500 (TR) has gained about 20% on average in rising rate periods, has gained 8 of…
- Categories Equities, S&P 500 & DJIA
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- Equities, S&P 500 & DJIA
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Monetary Cycles and the Fixed Income Market – How Does the Slope Affect Returns?
In an earlier blog post, we provided a brief survey of recent monetary policy cycles in the U.S., showing that a higher Fed funds rate doesn’t necessarily affect the yield on Treasury bonds in the same way. Policy rate changes affects short-term bond yields much more directly than longer-term yields (see Exhibit 1). We argued…
- Categories Fixed Income
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- Fixed Income
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