The S&P PRISM Factor Index is an index of indices designed to measure the performance of an inverse-risk-weighted basket of three component indices (the S&P 500 Quality, Value & Momentum Multi-Factor Index, S&P 10-Year U.S. Treasury Note Futures Index, and S&P GSCI), after accounting for technical and fundamental indicators. The index is designed to provide multi-asset diversification within a simple risk-weighting framework.
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