Description

The S&P Global 100 PR Daily Risk Control 5% Index overlays a mathematical algorithm on the S&P Global 100 to target a 5% level of volatility daily. Index exposure is dynamically rebalanced based on observed S&P Global 100 volatility.


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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