The Index represents a portfolio of the S&P 500® plus a liquid bond index. These two positions are dynamically rebalanced to target a specific volatility. Volatility is calculated as a function of historical returns and is used to deleverage quickly when volatility is high, as well as to increase exposure when volatility decreases.
Top 10 Constituents by Index WeightFull Constituents List
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 100%.
Based on GICS® sectors