The S&P Kensho New Economies Sector Rotator Daily RC2 7% – 0.85% Decrement Index is designed to measure a portfolio of the S&P Kensho New Economies Sector Rotator Index plus the S&P 5-Year U.S. Treasury Note Futures Total Return Index, less a fixed fee of 0.85% per year. These two positions are dynamically rebalanced to target a volatility of 7%.
Top 10 Constituents by Index WeightExport
*Based on GICS sectors
The weightings for each sector of the index are rounded to the nearest tenth of a percent, therefore, the aggregate weights for the index may not equal to 100%.
*Based on GICS Sectors