Description

The S&P GSCI Dynamic Roll Daily Risk Control™ 5% represents a portfolio of the S&P GSCI Dynamic Roll Index plus an interest accruing cash component. The index is dynamically adjusted to target a level of volatility of 5%. Additional versions of the S&P GSCI Dynamic Roll Daily Risk Control Index target volatility levels of 8%, 10% and 12%.


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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