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S&P Economic Cycle Factor Rotator Dynamic Long/Short Index

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As of May 28, 2025
366.51
-0.09%
1 Yr Return
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Index Name
Price Return
1 Yr Return
S&P Economic Cycle Factor Rotator Dynamic Long/Short Index (USD) ER
Launch Date: Dec 21, 2018
Price Return366.51
1 Yr Return-0.09%

The index Launch Date is Dec 21, 2018. All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date.See More 

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As of May 28, 2025
Index Level
1 Day
MTD
QTD
YTD
S&P Economic Cycle Factor Rotator Dynamic Long/Short Index (USD) ER
Price Return
Index Level 366.51
1 Day -0.24%
MTD-1.88%
QTD-1.98%
YTD-2.83%
As of Apr 30, 2025
1 MTH
3 MTH
YTD
1 Year
3 Year
Annualized
5 Year
Annualized
10 Year
Annualized
S&P Economic Cycle Factor Rotator Dynamic Long/Short Index (USD) ER
Price Return
1 MTH-0.11%
3 MTH-1.04%
YTD-0.97%
1 Year1.89%
3 Year
Annualized-4.48%
5 Year
Annualized-3.04%
10 Year
Annualized-0.70%
As of Apr 30, 2025
Annualized Risk
3 Year
5 Year
10 Year
Annualized Risk-Adj Returns
3 Year
5 Year
10 Year
S&P Economic Cycle Factor Rotator Dynamic Long/Short Index (USD) ER
Price Return
Annualized Risk
3 Year8.09%
5 Year7.36%
10 Year7.05%
Annualized Risk-Adj Returns
3 Year-0.55%
5 Year-0.41%
10 Year-0.10%
Risk is defined as standard deviation calculated using monthly values.
As of May 28, 2025

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Methodology
S&P Economic Cycle Factor Rotator Indices Methodology
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