S&P Dow Jones Indices

Liquidity in Factors

How liquid are factor strategies and what data is informing advisor actions during implementation?

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    White papersWed, 21 Mar 2018

    The S&P Indices Versus Active (SPIVA) Europe Year-End 2017 Scorecard is composed of a rich dataset of active fund performance figures and insights for those wishing to participate in the active versus passive debate. 

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    U.S. equity markets finished 2017 on a strong note, with the S&P 500® returning 21.83% during the one-year period ending on Dec. 31, 2017. This was followed by the S&P MidCap 400® and S&P SmallCap 600® returning 16.24% and 13.23%, respectively.

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