The research paper shows the impact of using portfolios in a sequential fashion starting with a portfolio which is 100% intrinsically value weighted and progressively allocating in increments of 10% a portfolio of low beta stocks with the final portfolio being 100% low beta and no allocation to intrinsic value weighting. The most interesting observation was that the S&P GIVI Global matched or outperformed each of these combinations over each time period measured (Figure 5).

S&P GIVI allows investors to invest in two factors simultaneously without worrying about the right allocation mix in a cost efficient manner. Exposure to low volatility and value provides a diversification from regular market capitalization weighted indices, with downside protection in time of downturn and potential for growth in up markets.

Watch the S&P GIVI video now and find out more about GIVI returns globally and regionally.

This article was written by Alka Banerjee, managing director global equity & strategy, S&P Dow Jones Indices.

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