“While the Agg is often viewed as representing ‘the U.S. bond market,’ it in fact captures just 52% of the U.S. public bond market. Compare that with equity indices like the S&P 500, which covers 81% of the U.S. public equity market — or better yet, the CRSP U.S. Total Market Index, which covers 96%.”
Read the full article at JPMorgan.
CRSP would like to congratulate Lubos Pastor on being elected to Vanguard’s Board of Directors. Lubos will be stepping down from CRSP’s Fiduciary Board, but will be remain on CRSP’s
December 4, 2023 – Concurrent with the December quarterly ranking period, the Center for Research in Security Prices LLC (CRSP) is announcing the expansion of its CRSP Market Index (CRSPMI)
New Industry Classification Methodology Impact on CRSP US Sector Indexes Aug 11, 2020 The paper compares performance of CRSP Sector Indexes using FTSE Industry Classification Benchmark (ICB®) to CRSP US
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