Investors are increasingly turning to liquid alternatives to satisfy their need for strategies that use liquid instruments and may offer low or even negative correlations with equities, reduced drawdowns in times of stress, and improved risk-adjusted returns. Many liquid alternative strategies lend themselves to indexing given that they are often rules-based and utilize liquid underlying instruments. S&P DJI uses its deep multi-asset capabilities as well as input from asset managers, asset owners, and consultants to create indices that allow investors to expand their toolkit in this space.
We use our multi-asset capabilities to create rules-based liquid alternative indices with several key advantages.
Key Index Families
We offer a range of liquid alternative indices. Key series include our risk parity, alternative risk premia, and managed futures indices.