The S&P 500® Riskcasting Daily RC 5% Index relies on the S&P 500 Riskcasting Index, which seeks to measure the performance of a strategy that changes the component subindices' allocations based on the Riskcasting signal. Subindex allocations alternate between the S&P 500 and the S&P 10-Year U.S. Treasury Note Futures Index. The risk control volatility targeting overlay uses mathematical algorithms between the index components to dynamically rebalance the strategy to control the index risk profile at a predefined volatility target of 5%.
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