S&P Multi-Asset 5% Intraday Edge Macro Adapt TCA 1% Decrement Index

The S&P Multi-Asset 5% Intraday Edge Macro Adapt TCA 1% Decrement Index measures the performance of a multi-asset strategy that consists of equity, fixed income and gold components. The index reweights each asset class monthly according to growth and inflation signals, while targeting a 5% annualized volatility, then adds a momentum signal that decreases weight if the index trends downwards and includes a transaction cost adjustment (TCA), less a fixed amount of 1% per year.

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