Description

The S&P 500® Futures 40% Volatility Compass Index measures the performance of a long-only risk control strategy with a dynamic position in the E-mini S&P 500 futures. The index features an intraday volatility rebalancing framework with a 40% volatility target, designed to more dynamically adjust to evolving market conditions and enhance volatility stability.


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
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