The S&P Global BMI Daily Risk Control 5% Index relies on the existing S&P Global BMI methodology and overlays mathematical algorithms to control the index risk profiles at specific volatility targets. The index dynamically rebalances exposure to maintain a 5% volatility target.
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