S&P Risk Parity Index - 10% Target Volatility

Description

The S&P Risk Parity Index - 10% Target Volatility seeks to measure the performance of a multi-asset risk parity strategy that allocates risk equally among equity, fixed income, and commodities futures contracts, while targeting a volatility level of 10%.

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Characteristics


Constituents

Top 10 Constituents by Index Weight

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  • Constituent
  • Symbol
  • Sector*


Sector Breakdown

Sector
Index Weight


Maturity Breakdown

Maturity Range
Index Weight


Rating Breakdown

Rating
Index Weight



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