The S&P 500 Factor Rotator Index is a weighted return index that is designed to track the two best-performing S&P 500 Factor Indices, based on past risk-adjusted momentum, from the following five indices: S&P 500 Quality, S&P 500 Enhanced Value, S&P 500 Momentum, S&P 500 Low Volatility, and S&P 500 High Dividend.
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