He previously directed marketing and client service for ETF Advisors and Salomon Smith Barney's
Global Equity Index Group, as well as for the Equity Portfolio Analysis group at Salomon Brothers.
Not exact matches
Moderate Growth and Income Four Asset
Group model portfolio without private capital: 3 % Bloomberg Barclays 1 — 3 Month Treasury Bill
Index, 11 % Bloomberg Barclays U.S. Aggregate Bond
Index (5 — 7Y), 6 % Bloomberg Barclays U.S. Aggregate Bond
Index (10 + Y), 6 % Bloomberg Barclays U.S. Corporate High Yield Bond
Index, 3 % JPM GBI
Global ex. - U.S.
Index, 5 % JPM EMBI
Global Index, 20 % S&P 500
Index, 8 % Russell Midcap ®
Index, 6 % Russell 2000 ®
Index, 5 % MSCI EAFE
Index (USD), 5 % MSCI EM
Index (USD), 5 % FTSE EPRA / NAREIT Developed
Index, 2 % Bloomberg Commodity
Index, 3 % HFRI Relative Value
Index, 6 % HFRI Macro
Index, 4 % HFRI Event - Driven
Index, 2 % HFRI
Equity Hedge
Index.
Through its exchanges, CME
Group offers the widest range of
global benchmark products across all major asset classes, including futures and options based on interest rates,
equity indexes, foreign exchange, energy, agricultural products and metals.
CME
Group exchanges offer the widest range of
global benchmark products across all major asset classes, including futures and options based on interest rates,
equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate.
Prior to that, he served as head of quantitative
equity for ING Investment Management, (doing business as Voya Investment Management May 1, 2014), building and developing the
group and managing more than $ 20 billion in assets with 15
global active,
index and enhanced
index strategies for pension funds, variable annuities and mutual funds.
By contrast, the
Global Dow
index consists of 150 equally weighted multinational blue chips selected by an «Averages Committee» composed of the managing editor of the Wall Street Journal, the head of Dow Jones
Equities Research, and the head of research at CME
Group, Dow Jones
Indexes» parent company.
The
group is responsible for conceptualization, research, and design of the S&P
Global core and quantitative
equity, fixed income, commodities, volatility (VIX futures based), multi asset, sustainability (ESG), and alternative asset strategy
indices.
I should note that the
Global Volatiliy Fund is not an
index fund, but actively managed by Vanguard's Quantitative
Equity Group, so this portfolio is also 50/50 passive / active.