05.19.2020

Bloomberg Launches US Multi-Asset Indices

05.19.2020

Bloomberg Launches US Multi-Asset Indices

The new index suite is designed to provide broad measures of cross-asset market performance in the US

New York – Bloomberg today announced the launch of the Bloomberg US Multi-Asset Indices, which are comprised of Bloomberg indices across major asset classes with each index constructed as a composite of at least one fixed income and one equity index.

The suite is designed to address investor demand for a centralized multi-asset index suite, with products that can be formally benchmarked, as the investing strategy continues to gain momentum.

“We’ve seen the growing appetite for multi-asset offerings in the market and wanted to provide investors with a thoughtful and innovative solution, utilizing Bloomberg’s existing index offerings,” says Dave Gedeon, Global Head of Equity and Strategy Indices at Bloomberg. “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.”

Building on Bloomberg’s single asset indices as the foundation, the suite of 10 indices features fixed, market value and risk parity weighting schemes in order to provide various risk and return exposure. The weighting schemes include:

·         Fixed weight indices that are rebalanced to the respective target weights

·         Market value weights that are determined based on the published market value for the underlying indices on the weight determination date

·         Risk parity indices weights that determined with the aim of providing equal risk exposure to the two underlying indices. The risk measure used is one year daily exponentially weighted volatility

The US Multi-Asset Indices rebalances monthly on the first business day each month.

About Bloomberg

Bloomberg, the global business and financial information and news leader, gives influential decision makers a critical edge by connecting them to a dynamic network of information, people and ideas. The company’s strength – delivering data, news and analytics through innovative technology, quickly and accurately – is at the core of the Bloomberg Terminal. Bloomberg’s enterprise solutions build on the company’s core strength: leveraging technology to allow customers to access, integrate, distribute and manage data and information across organizations more efficiently and effectively. For more information, visit Bloomberg.com/company or request a demo.

Bloomberg provides an independent, transparent approach to indexing for customers across the globe. For more information, please visit this link, or email Stratindices@bloomberg.net.

Pension funds, sovereign wealth funds, endowments and other institutional asset owners are sitting on vast troves of data -- but extracting value from that data is more challenging than ever.

#AssetOwners #DataQuality

Technology costs in asset management have grown disproportionately, but McKinsey research finds the increased spending hasn’t consistently translated into higher productivity.
#AI #Fiance

We're in the FINAL WEEK for the European Women in Finance Awards nominations – don't miss your chance to spotlight the incredible women driving change in finance!
#WomenInFinance #FinanceAwards #FinanceCommunity #EuropeanFinance @WomeninFinanceM

ICYMI: @marketsmedia sat down with EDXM CEO Tony Acuña-Rohter to discuss the launch of EDXM International’s perpetual futures platform in Singapore and what it means for institutional crypto trading.
Read the full interview: https://bit.ly/45xRUWh

Load More

Related articles

  1. BrokerTec expands in Europe

    The group has accelerated growth through acquisitions, geographic expansion and diversification.

  2. Launch is latest push by Cboe to meet robust retail investor appetite for derivatives.

  3. Eight banks and liquidity providers joined at launch on 1 August 2025.

  4. This is the first U.S.-listed future to provides access to both equities and crypto in once contract.

  5. Eurex is the only derivatives exchange outside Korea to offer access to a Korean equity index.

We're Enhancing Your Experience with Smart Technology

We've updated our Terms & Conditions and Privacy Policy to introduce AI tools that will personalize your content, improve our market analysis, and deliver more relevant insights.These changes take effect on Aug 25, 2025.
Your data remains protected—we're simply using smart technology to serve you better. [Review Full Terms] | [Review Privacy Policy] By continuing to use our services after Aug 25, 2025, you agree to these updates.

Close the CTA