S&P 500/Gold Futures Dual Trend 40% VT TCA 6% Decrement Index

Description

The S&P 500®/Gold Futures Dual Trend 40% VT TCA 6% Decrement Index measures the performance of a leveraged strategy that dynamically allocates between the S&P 500 Futures Index ER and the S&P GSCI Gold ER based on a cross-asset trend signal, while maintaining a target volatility level of 40% and less a fixed amount of 6% per year.

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Characteristics


Constituents

Top 10 Constituents by Index Weight

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  • Constituent
  • Symbol
  • Sector*


Sector Breakdown

Sector
Index Weight


Maturity Breakdown

Maturity Range
Index Weight


Rating Breakdown

Rating
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