Description

The S&P MARC II 8% Index measures the performance of a dynamic strategy that allocates to E-mini S&P 500® Futures and gold futures, using an intraday rebalancing mechanism based on inverse realized volatility. The index targets an 8% volatility level and dynamically allocates to 10-Year U.S. Treasury Note Futures within a risk control framework.


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



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