The Index represents a portfolio of the S&P BRIC 40 plus a liquid bond index. Positions are dynamically rebalanced to maintain target volatility. Volatility is calculated as a function of historical returns. Short and long-term volatility measures are used to deleverage but also to increase exposure more gradually when volatility decreases.
Top 10 Constituents by Index WeightFull Constituents List
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 100%.
Based on GICS® sectors