The S&P GSCI Dynamic Roll Daily Risk Control™ 5% represents a portfolio of the S&P GSCI Dynamic Roll Index plus an interest accruing cash component. The index is dynamically adjusted to target a level of volatility of 5%. Additional versions of the S&P GSCI Dynamic Roll Daily Risk Control Index target volatility levels of 8%, 10% and 12%.
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