Description

The S&P 500® RavenPack AI Index measures exposure to the S&P 500 RavenPack AI Sentiment Index, applying a rotation between U.S. equities and fixed income, complemented by a daily risk control mechanism that seeks to maintain a target volatility of 5%. The index has a LIBOR to SOFR transition of Jan. 3, 2022, and July 3, 2023, on the underlying equity component and 0.5% decrement factor. On March 27, 2024, S&P DJI started calculating and administering the index as a successor to the Credit Suisse RavenPack AI launched Oct. 6, 2017. The index does not measure performance of AI companies.


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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