S&P produces correlation index

S&P has launched the S&P Diversified Trends Indicator designed to offer investors an alternative investment indicator uncorrelated to traditional bond and equity performance.

The indicator comprises long and short positions in 24 highly liquid financial and commodity futures. S&P will calculate and publish daily values of the indicator

Historic returns from the indicator since 1961 have shown, over the long-term, it historically has a high correlation with the CPI, especially in inflationary

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here