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 WeightFull Constituents List
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 100%.
Based on GICS® sectors