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S&P DJI combines global reach with local expertise, working with exchanges around the world to build indices for both the local and international investment communities.
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For over 20 years, our renowned SPIVA research has measured actively managed funds against their index benchmarks worldwide.
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The CDX.NA.IG 5Y Short Total Return Index is designed to measure the performance of holding the on-the-run CDX North American Investment Grade five-year CDS index contract from a protection buyer's position in North American investment grade credit. The USD-denominated index represents a funded position earning the overnight SOFR rate on the cash position along with mark-to-market returns.
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