Description

The S&P U.S. Equity Momentum Index is designed to measure the performance of a long-only trend-following strategy that allocates to E-mini S&P 500 Futures, E-mini Nasdaq 100 Futures, and E-mini Russell 2000 Futures.


Characteristics


Constituents

Top 10 Constituents by Index Weight

Full Constituents ListFull Constituents List
  • Constituent
  • Symbol
  • Sector*


Sector Breakdown

Sector
Index Weight


Maturity Breakdown

Maturity Range
Index Weight


Rating Breakdown

Rating
Index Weight



CONTENT TYPE
DATES
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