The S&P 500® Growth Value Rotator Daily Risk Control 5% Index seeks to provide risk-controlled, excess return measurement of the S&P 500 Growth Value Rotator Index. The S&P 500 Growth Value Rotator Index is designed to track the one-year performance of the S&P 500 Growth (TR) and S&P 500 Value (TR), striving to capture the better performing of the two index universes dynamically. Each month, based on these returns, the index fully allocates to either the growth or value index. The S&P 500 Growth Value Rotator Daily Risk Control 5% Index is dynamically rebalanced to target a 5% volatility level with an excess return calculated using the overnight LIBOR rate.
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