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S&P 500 Long/Short Risk Aware Daily Risk Control 10% TCA Index
Description
The S&P 500 Long/Short Risk Aware Daily Risk Control 10% TCA Index measures the performance of the S&P 500 TR and a non-interest-bearing cash position. The index uses volatility observations from intraday high and low prices within a snapshot of each trading day to adjust the weights of these two asset classes, with a 10% target volatility.
Research & Insights
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Characteristics
Constituents
Top 10 Constituents by Index Weight
Full Constituents List-
Constituent
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Symbol
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Sector*
Sector Breakdown
Sector
Index Weight
Maturity Breakdown
Maturity Range
Index Weight
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Rating
Index Weight
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