The S&P GSCI Risk Control™ Series relies on the S&P GSCI methodology and overlay mathematical algorithms designed to control risk levels at specific volatility targets. The series dynamically adjusts index exposure based on observed historic volatility. The series includes daily risk control version for 5%, 8%, 10%, and 12% profiles.
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