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S&P Multi-Asset 5% Intraday Edge Macro TCA 0.5% Decrement Index
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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Characteristics
Constituents
Top 10 Constituents by Index Weight
Full Constituents List-
Constituent
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Symbol
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Sector*
Sector Breakdown
Maturity Breakdown
Rating Breakdown
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