The S&P Dynamic Tactical Allocation Index (DTAQ) is a global, systematic, multi-asset allocation strategy that employs trend and volatility signals to determine allocation across different asset classes. The index also uses a U.S. National Activities Index (from the Chicago Fed) as an additional economic growth signal and is designed to measure the combined performance of the resulting asset class mix.
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