Description

The S&P MAESTRO 5 Index (Multi-Asset Equal Risk Factor Contribution) is designed to measure the performance of a multi-asset risk parity strategy with a 5% target volatility. The index allocates risk equally among seven equity, fixed income, and commodities indices, and further mitigates equity market volatility by dynamically allocating to S&P VIX® futures indices.


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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