Jun 2022

Unpacking the CAPE Index - June 2023

Unpacking the CAPE® Index offers an overview of the Shiller Barclays CAPE® U.S. Sector TR Index that provides distinct exposure to the US large-cap-equity space. The CAPE® Index actively rotates among traditional value and growth sectors based on their own historical valuations using a variation of the CAPE® ratio. The CAPE® Index has been able to outperform the S&P 500 over various time periods, and the consistency of outperformance over one-, three- and five-year rolling time periods is noteworthy.