S&P Risk Parity 2.0 Index - 8% Target Volatility

Description

The S&P Risk Parity 2.0 Index - 8% Target Volatility seeks to measure the performance of a multi-asset risk parity strategy that allocates predetermined risk among commodities, equity, nominal bonds, and TIPS, while targeting a volatility level of 8%.


Characteristics


Constituents

Top 10 Constituents by Index Weight

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  • Constituent
  • Symbol
  • Sector*


Sector Breakdown

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Index Weight


Maturity Breakdown

Maturity Range
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Rating Breakdown

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