S&P Dow Jones Indices

Is There a “Right” Time for Active?

When and under what conditions are active managers more or less likely to achieve benchmark-beating returns?

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S&P Global

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  • low volatility

    Low Volatility: A Practitioner’s Guide

    White papersThu, 5 Jul 2018

    S&P Dow Jones Indices produces a range of low volatility indices, covering various single-country and international markets. These indices offer a perspective on the returns of lower volatility equities and provide a basis for index-linked products and benchmarks globally.

  • the carbon scorecard

    The Carbon Scorecard

    White papersWed, 4 Jul 2018

    S&P Dow Jones Indices is committed to providing transparency to markets and publishing relevant environmental metrics on indices. A range of metrics reveals the carbon footprint of each index, alongside exposure to fossil fuels, stranded assets, and renewable energy. 

  • a look inside green bonds

    A Look Inside Green Bonds: Combining Sustainability With Core Fixed Income

    White papersWed, 4 Jul 2018

    In recent years, an increasing number of market participants have shown interest in sustainability-driven investing and have started to incorporate elements of environmental, governance, and social factors in their investment processes. 

  • dynamic exposures to size and value style factors

    Active Management’s Dynamic Exposures to Size and Value Style Factors

    White papersThu, 21 Jun 2018

    In prior blogs, we discussed the return contribution of mega-cap securities in 2017, as well as the impact of style classifications that may give small-cap active managers more autonomy to invest in significantly different risk exposures. In this blog, we look at active factor risks taken by active managers across three market-cap ranges against the appropriate S&P DJI style benchmarks.

  • low volatility rate response

    Low Volatility Rate Response – Down-Market Analysis

    White papersWed, 20 Jun 2018

    In the second blog of this series, we saw that the S&P 500® Low Volatility Rate Response generally achieved similar levels of volatility reduction as the S&P 500 Low Volatility Index. 

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