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S&P Commodity Risk Premia Diversifier TCA Index
Description
The S&P Commodity Risk Premia Diversifier TCA Index measures the performance of four component indices, representing a blend of alternative risk premia strategies across carry, momentum and backwardation at predefined weights. Each strategy employs long-short positions across the S&P GSCI component indices to isolate the intended risk exposure and enhance diversification while also seeking to stabilize volatility and increase exposure up to a leveraged position of 150%.
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Top 10 Constituents by Index Weight
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Sector*
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