The Dow Jones U.S. Thematic Market Neutral Low Beta Index is designed to measure the performance of a long/short strategy utilizing long positions in low beta companies and short positions in high beta companies. Beta is calculated using weekly returns for the previous 52 weeks. The index is calculated using long and short indices as its basis. It is designed to be market- and sector-neutral.
Top 10 Constituents by Index WeightExport
*Based on GICS sectors
The weightings for each sector of the index are rounded to the nearest tenth of a percent, therefore, the aggregate weights for the index may not equal to 100%.
*Based on GICS Sectors