The S&P 500® Equity and Futures Daily Risk Control 24% Index seeks to measure the performance of a strategy that combines constant representation of the S&P 500 with a dynamic weighting to the S&5 500 Futures Index ER in order to target a specific level of volatility. When the underlying index volatility decreases below 24%, futures are added to the index to increase the market exposure and vice versa.
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