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Multi-Asset Managed Volatility Multi-Asset Risk Control

S&P Multi-Asset 5% Intraday Edge Macro TCA 0.5% Decrement Index

1 Day

Overview Data Index-Linked Products News & Research

Description

The S&P Multi-Asset 5% Intraday Edge Macro TCA 0.5% Decrement Index measures the performance of a multi-asset strategy that consists of equity, fixed income and gold components. Weights are determined based on current growth and inflation signals, derived from market and macroeconomic indicators, while targeting a 5% annualized volatility. The index includes a transaction cost adjustment (TCA) and a fixed amount of 0.5% per year is deducted from the performance.

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- Education
How Do Multi-Asset Volatility-Controlled Indices Respond When Rates Fall?

How Do Multi-Asset Volatility-Controlled Indices Respond When Rates Fall?
- Education
Demystifying Volatility-Controlled Indices

Demystifying Volatility-Controlled Indices
- Education
Leverage in Volatility-Controlled Indices: The How and Why

Leverage in Volatility-Controlled Indices: The How and Why

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Education

How Do Multi-Asset Volatility-Controlled Indices Respond When Rates Fall?

Education

Demystifying Volatility-Controlled Indices

Education

Leverage in Volatility-Controlled Indices: The How and Why

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