Bloomberg launches multi-asset index range

Bloomberg has launched a suite of US multi-asset indices eight months after launching its first range of equity indices.

Each index includes a composite of at least one fixed income and one equity index.

The 10-strong range of indices feature fixed, market value and risk parity weighting schemes, providing various risk and return exposures.

The range includes:

  • Bloomberg US EQ:FI 20:80 Index
  • Bloomberg US EQ:FI 40:60 Index
  • Bloomberg US EQ:FI 60:40 Index
  • Bloomberg US EQ:FI 80:20 Index
  • Bloomberg US EQ:FI Market Value Weighted Index
  • Bloomberg US Broad EQ:FI Market Value Weighted Index
  • Bloomberg US EQ:FI Risk Parity Index
  • Bloomberg US Broad EQ:FI Risk Parity Index
  • Bloomberg US EQ:FI Risk Parity 10% Volatility Target Index
  • Bloomberg US Broad EQ:FI Risk Parity 10% Volatility Target Index

The indices are developed from Bloomberg’s single asset indices as the foundation including the Bloomberg US Large Cap, Bloomberg Barclays US Aggregate, Bloomberg US Aggregate Equity and the Bloomberg Barclays US Universal.

The US multi-asset indices are rebalanced monthly on the first business day of each month.

Solactive ‘proves’ benefits of multi-asset portfolios

Dave Gedeon, global head of equity and strategy indices at Bloomberg, said: “We have seen the growing appetite for multi-asset offerings in the market and wanted to provide investors with a thoughtful and innovative solution, utilising Bloomberg’s existing index offerings.

“By incorporating our unique internal data, pricing, analytics, distribution and research offerings, the Bloomberg US multi-asset indices provide clients with a new benchmark family to meet their evolving investment needs.”

The move highlights a trend in the index provider space with Solactive and S&P Dow Jones Indices also launching multi-asset index ranges this year.

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