The S&P Emerging Market Infrastructure Daily Risk Control 15% Index represents a portfolio consisting of the S&P Emerging Market Infrastructure Index and a cash component accruing interest. It is dynamically adjusted to target a 15% level of volatility. Realized historical volatility is calculated using an exponentially weighted average. Short and long-term measures of volatility are taken using decay factors of 94% and 97%, respectively.
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