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S&P Multi-Asset 7% Intraday Edge Macro Adapt TCA 2% Decrement Index
Description
The S&P Multi-Asset 7% Intraday Edge Macro Adapt TCA 2% 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 7% 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 2% per year.
Research & Insights
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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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