Economic Regime Allocator Indexes

Financial markets go through phases — and assets perform differently in those phases. MSCI Economic Regime Allocator Indexes use real-time QuantCube data to gain early insights into the GDP and inflation outlook, aiming to represent the performance of a strategy that automatically allocates to market subsets when macroeconomic change is detected.

Target benefits
Tackle an uncertain macroeconomic environment

Align your strategy with economy

Potentially strengthen your investment strategy with indexes that seek to help you detect economic shifts

Navigate diverse economic phases

Designed to enable you to identify opportunities through stagflation, heating up, slow growth and Goldilocks macroeconomic cycles

Detect change with real-time data

Leverage QuantCube’s GDP growth and inflation indicators to gain early insights into macroeconomic movement

Adapt your strategy to current economic state

Assets may perform differently as market cycles change. Our rules-based indexes are designed to match this behavior, aiming to represent the performance of a strategy that automatically allocates to different asset classes and sectors based on their historical performance in four economic regimes.

How we approach different economic cycles

Our Economic Regime Sector Allocator Indexes aim to represent the performance of a strategy that invests in full sector portfolios in GDP-rising scenarios — and 50% in sector portfolios and 50% in cash in GDP-falling scenarios.

Our Economic Regime Asset Allocator Indexes aim to represent the performance of a strategy that automatically allocates differently to equities, cash and U.S. Treasurys based on the economic cycle, breaking down performance further by sector within equities.