S&P turns to gold for hedged index

Standard & Poor’s (S&P) has launched a gold hedged index designed to offer protection against a weakening US dollar.

The index is long the total return of the S&P 500, with an overlaid long position in Comex gold futures. The aim is to protect investors from a decline in the value of the US dollar versus the price of gold, but it does not protect against equity market risk and investors will sacrifice potential currency gains against gold.

According to S&P’s back-testing, the annualised return

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


Want to know what’s included in our free membership? Click here

This address will be used to create your account

Most read articles loading...

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