S&P Multi-Asset 7% Intraday Edge Macro Adapt TCA Index

Description

The S&P Multi-Asset 7% Intraday Edge Macro Adapt TCA 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).


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



CONTENT TYPE
DATES
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