Strategy indices track the performance of a particular investment strategy. In contrast to capitalisation and sector indices which group companies according to their size or industry, strategy indices reflect performance of a rule-based investment strategy. That investment strategy may involve selecting companies on attributes other than their size or industry or making use of specific trading techniques and financial instruments in order to generate returns.
This category includes the traditional styles, the newer factors, the equity income strategies, managed volatility strategies as well as other quantitative strategies.
To learn more, please refer to the overview of Strategy indices.