S&P 500
MSCI World
The MSCI World Index captures large and mid-cap representation across 23 Developed Markets (DM) countries*.
https://www.msci.com/www/fact-sheet/msci-world-index/05830501
MSIC World ex. US
The MSCI World ex USA Index captures large and mid cap representation across 22 of 23 Developed Markets (DM) countries*– excluding the United States.
https://www.msci.com/documents/10199/99459e68-5e21-4888-ace6-72a3ffe9b1ab
Barclays Global Agg Hedged
The Bloomberg Barclays Global Aggregate Index is a flagship measure of global investment grade debt from twentyfour local currency markets. This multi-currency benchmark includes treasury, government-related, corporate and
securitized fixed-rate bonds from both developed and emerging markets issuers. There are four regional aggregate
benchmarks that largely comprise the Global Aggregate Index: the US Aggregate, the Pan-European Aggregate, the
Asian-Pacific Aggregate, and the Canadian Aggregate Indices. The Global Aggregate Index also includes Eurodollar,
Euro-Yen, and 144A Index-eligible securities, and debt from five local currency markets not tracked by the regional
aggregate benchmarks (CLP, MXN, ZAR, and ILS). A component of the Multiverse Index, the Global Aggregate Index
was created in 2000, with index history backfilled to January 1, 1990.
https://assets.bwbx.io/documents/users/iqjWHBFdfxIU/rDRDylPd.OPE/v0
Global 60/40
Blended benchmark of 60% Morningstar Global Markets Net Return USD / 40% Morningstar Global Core Bond Gross Return USD, rebalanced to target weights of 60% equity and 40% fixed income on monthly basis. This Index does not incorporate Environmental, Social, or Governance (ESG) criteria.
Bloomberg Comm
https://www.bloomberg.com/markets/commodities
SG Trend
The SG Trend Index (f.k.a. SG Trend-Sub Index) is designed to track the 10 largest (by AUM) trend following CTAs and be representative
of the trendfollowers in the managed futures space. Managers must meet the following criteria:
- Must be open to new investment
- Must report returns on a daily basis
- Must be an industry recognized trend follower as determined at the discretion of the SG IndexCommittee
- Must exhibit significant correlation to trend following peers and the SG Trend Indicator
The SG Trend Index is equally weighted, and rebalanced and reconstituted annually.
https://wholesale.banking.societegenerale.com/fileadmin/indices_feeds/SG_Trend_Monthly_Report.pdf
HFRI Risk Parity 10 Vol
Risk Parity is an approach to investment portfolio management which focuses on allocation of risk, usually defined as volatility, rather than allocation of capital. Risk Parity funds are classified by main volatility targets. Funds with a volatility target of 10% or less are classified as Volatility Target: 10%
HFRI Fund of Funds
HFRI FOF (Synthetic) Indices are comprised of funds that are constituents of the HFRI 500 Index and are designed to synthetically (S) represent the performance of Low, Mid or High volatility fund of funds.
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