The S&P Risk Parity Index – 8% Target Volatility seeks to measure the performance of a multi-asset risk parity strategy that allocates risk equally among equity, fixed income, and commodities futures contracts, while targeting a volatility level of 8%.
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