S&P Dow Jones Indices Market Attributes: Correlation & Dispersion Index Dashboard

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• The animated sprits of systemic risk have tamed their earlier exuberance: March saw a decline in equity benchmark volatility as correlations diminished world-wide.
• With the dampening risk environment, dispersion decreased in most markets. However, the trend to increasing dispersion established in the past year remains intact; the average S&P 500 dispersion this quarter was the highest since the second quarter of 2012.
• Emerging markets, particularly, registered wide dispersion this month. So too did Canada. Cross-asset dispersion has continued its upward trend; rising to 4% in March.