Multi-Asset Managed Volatility Risk Control 2.0

S&P 500 Sector Rotator 5% Daily RC2 0.5% Decrement

  • Performance
  • TOTAL RETURN
  • EXCESS RETURN
  • Graph View
  • Table View
As of Jul 15, 2025
203.64
-2.20%
1 Yr Return
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Index Name
Excess Return
1 Yr Return
S&P 500 Sector Rotator 5% Daily RC2 0.5% Decrement Index (USD) ER
Launch Date: Jun 06, 2022
Excess Return203.64
1 Yr Return-2.20%

The index Launch Date is Jun 06, 2022. All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date.See More 

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As of Jul 15, 2025
Index Level
1 Day
MTD
QTD
YTD
S&P 500 Sector Rotator 5% Daily RC2 0.5% Decrement Index (USD) ER
Excess Return
Index Level 203.64
1 Day -0.64%
MTD-1.04%
QTD-1.04%
YTD-2.58%
As of Jun 30, 2025
1 MTH
3 MTH
YTD
1 Year
3 Year
Annualized
5 Year
Annualized
10 Year
Annualized
S&P 500 Sector Rotator 5% Daily RC2 0.5% Decrement Index (USD) ER
Excess Return
1 MTH0.23%
3 MTH-0.35%
YTD-1.56%
1 Year-0.22%
3 Year
Annualized-1.47%
5 Year
Annualized0.32%
10 Year
Annualized2.58%
As of Jun 30, 2025
Annualized Risk
3 Year
5 Year
10 Year
Annualized Risk-Adj Returns
3 Year
5 Year
10 Year
S&P 500 Sector Rotator 5% Daily RC2 0.5% Decrement Index (USD) ER
Excess Return
Annualized Risk
3 Year5.62%
5 Year5.23%
10 Year5.28%
Annualized Risk-Adj Returns
3 Year-0.26%
5 Year0.06%
10 Year0.49%
Risk is defined as standard deviation calculated using monthly values.
As of Jul 15, 2025

Description

Documents

Factsheet
S&P 500 Sector Rotator 5% Daily RC2 0.5% Decrement (USD) TR Factsheet
S&P 500 Sector Rotator 5% Daily RC2 0.5% Decrement (USD) ER Factsheet
Methodology
S&P Risk Control 2.0 Indices Methodology

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