The S&P Economic Cycle Factor Rotator Long/Short Index seeks to rotate across four distinct investment strategies based on the most recent economic data from the Chicago Fed National Activity Index, with a target volatility of 6%. The subindex for the targeted strategy is selected between an alpha risk control subindex and a beta risk control subindex based on a market momentum signal.
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