S&P Transatlantic 100 Equal Weight Daily Risk Control 17% Index

Description

The S&P Transatlantic 100 Equal Weight Daily Risk Control 17% Index is designed to measure the performance of the S&P Transatlantic 100 Equal Weight Index and a cash component accruing interest. The index is dynamically adjusted to maintain a target volatility of 17%, with volatility calculated as a simple average of the underlying index's volatility computed over 20 days.


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
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