The S&P 500 18% Daily Risk Control 95% Put Protection Index is designed to simulate the performance of a hypothetical portfolio of synthetic put options, offering additional downside risk protection when combined with the performance of the S&P 500 18% Daily Risk Control Index.
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