S&P 500 Volatility Plus Daily Risk Control Index

Description

The S&P 500 Volatility Plus Risk Control is designed to track the S&P 500, based on a dynamic target volatility level. The target volatility level is determined by taking the realized volatility of the S&P 500 and adding exposure to the index based on a scalar of 10% divided by realized volatility, with a minimum exposure of 100% and maximum exposure of 200%.


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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