The S&P 500 130/30 Quality 0.30% Decrement Index is designed to measure the performance of a hypothetical portfolio that takes a leveraged long position in the S&P 500 Quality Index and a short position in the S&P 500 Quality - Lowest Quintile Index, less a fixed decrement rate of 0.30%, which is applied to the leveraged portion of the long component as well as the entire short component.
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