S&P Select Sector Capped 20% Indices Despite the year’s tumultuous trading sessions, the S&P 500® ended 2011 with a total return of 2.1%. The nine sectors that make up the S&P Select Sector Capped 20% Indices experienced the same volatility as the parent S&P 500, but produced a wide range of...
Low Volatility and High Beta: Reversal of Fortune? In April 2011, S&P Indices rolled out two new offshoots of the S&P 500®—the S&P 500 Low Volatility Index and the S&P 500 High Beta Index—to give market participants a unique way to measure certain performance traits of U.S. large-cap companies.