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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 Weight
Full Constituents ListNo index-linked product details are currently available.
No index-linked product details are currently available.
This list includes investable products traded on certain exchanges currently linked to this selection of indices. While we have tried to include all such products, we do not guarantee the completeness or accuracy of such lists. Please refer to the disclaimers here for more information about S&P Dow Jones Indices' relationship to such third party product offerings.