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Vanguard Is Now Using Blockchain Technology To Help Manage $1.3 Trillion In Index Funds

Forbes

Vanguard, the 44-year-old mutual giant famous for popularizing index investing, has completed one of the most noteworthy implementations of blockchain technology for a financial institution to date.

The Art (and Science) of Index Construction

Vanguard Blog for Institutional Investors

CRSP COO Dave Barclay weighs in on what makes a great index index on the Vanguard Blog for Institutional Investors.

The Best Investment Since 1926? Apple

The New York Times

Only 4 percent of all publicly traded stocks account for all of the net wealth earned by investors in the stock market since 1926.

Insights

What’s New At Chicago Booth? Plenty

Poets & Quants

In the 15 months since Madhav V. Rajan took over the deanship of the Booth School of Business at the University of Chicago, Booth has won yet another Nobel Prize for a faculty member and landed in first place in U.S.

Keeping Tesla Shares May Not Be an Option for Some Big Funds

U.S. News

Elon Musk wants to take Tesla Inc private, but some of his big investors may not be able to follow. Most passive funds would have to drop Tesla if it were removed from stock indexes, experts said on Monday.

Latest Chicago Booth Review Features CRSP Board Members

Chicago Booth Review

The Chicago Booth Review recently spoke with CRSP Board member Douglas Diamond regarding lessons learned from the 2007-10 financial crisis and whether or not the ensuing regulation has made our economy less vulnerable to another crisis. In the “Footnotes” section of the magazine, CRSP Board Chairman Eugene Fama weighs in on market efficiency, active management, and corporate governance among other topics, and explains why investors shouldn’t buy hedge funds.

Gender in the Global Research Landscape

For this report, Elsevier drew on its expertise in mining the Scopus abstract and citation database of peer-reviewed literature to comprehensively evaluate two gender-based aspects of the global research enterprise: (1) the landscape of global researchers—their publication productivity, imp

The Investment Company Fact Book 57th Edition

This ICI publication continues to provide the public and policymakers with a comprehensive summary of ICI’s data and analysis.

News

CRSP Indexes: 2020 in Review

As CRSP celebrates 10 years of Investable Indexes, we look back on a most extraordinary year in the financial industry. In reviewing the state of the CRSP Market Indexes (“CRSPMI”) product suite, we want to put 2020 into historical perspective, and the following is a summary of notable events which utilize those CRSPMI benchmarks that most accurately represent the market, as well as the various capitalization and style metrics.

CRSP Indexes US Market Update - January 2021

CRSP continues with its new monthly series for January 2021. To view the full report, click here.

To view the archive of previous month's reports, click here.

CRSP Indexes US Market Update - December 2020

CRSP continues with its new monthly series for December 2020. To view the full report, click here.

To view the archive of previous month's reports, click here.

CRSP Indexes US Market Update - November 2020

CRSP continues with its new monthly series for November 2020. To view the full report, click here.

CRSP Indexes US Market Update - October 2020

CRSP continues with its new monthly series for October 2020. To view the full report, click here.

CRSP Indexes US Market Update - September 2020

CRSP continues with its new monthly series for September 2020. To view the full report, click here.

CRSP Market Update - August 2020: CRSP U.S. Indexes Monthly Performance Overview

CRSP is pleased to announce the launch of our new CRSP Market Update. This new monthly report, can be found here.

Over $1.6 Trillion Linked to CRSP Indexes

Assets under management linked to CRSP investable indexes rose to $1.64 trillion in August increasing by more than 5.7% comparing to previous month. CRSP-linked assets in ETFs posted gains of 6.7% growing to around $427 billion. Assets of CRSP-linked mutual funds grew to $1.2 trillion which exceeds last month level by about 5.4%.

New Industry Classification Methodology Impact on CRSP US Sector Indexes

CRSP developed the set of Sector Indexes in order to highlight industry segment-specific characteristics of all companies included in the CRSP US Total Market Index. Prior to June 2020 ranking, CRSP Sector Indexes used FTSE Industry Classification Benchmark (ICB®) to assign companies to the appropriate sector index.1 After June 2020 ranking, CRSP Sector Indexes will adopt the enhanced FTSE Industry Classification Benchmark (EICB).

CRSP-Linked Assets Rise Above $1.5 Trillion in July

Assets under management linked to CRSP investable indexes increased by 5.2% in July and reached $1.55 trillion. CRSP-linked assets in ETFs posted gains of over 6% in July growing to around $400 billion.