S&P New China Sectors Daily RC2 5% (USD) Index ER is designed to measure a portfolio of the S&P New China Sectors Index plus a liquid bond index, which are dynamically rebalanced to target a volatility of 5%. Volatility is calculated as a function of historical returns and used to deleverage quickly when volatility is high, as well as to increase allocation when volatility decreases.
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