S&P 500 Low Volatility |
The S&P 500® Low Volatility Index measures the performance of the 100 least volatile stocks in the S&P 500. The index is designed to serve as a benchmark for low volatility or low variance strategies in the U.S. stock market. Constituents are weighted relative to the inverse of their corresponding volatility, with the least volatile stocks receiving the highest weights.
Performance Data
(as of 10-Sep-2012 )
Daily
Annualized
| Index Name | Adjusted Market Cap ($Million) | Index Level | Performance | |||
|---|---|---|---|---|---|---|
| 1 Day | MTD | QTD | YTD | |||
| TOTAL RETURNS | ||||||
| S&P 500 Low Volatility Index TR | N/A | 9,183.13 | -.18% | .82% | 2.06% | 10.29% |
| PRICE RETURNS | ||||||
| S&P 500 Low Volatility Index | 4,376,148.16 | 4,492.51 | -.19% | .69% | 1.39% | 7.79% |
| Index Name | Performance (as of 31-Aug-2012 ) |
|||||
|---|---|---|---|---|---|---|
| 1 Year | 3 Year | 5 Year | ||||
| TOTAL RETURNS | ||||||
| S&P 500 Low Volatility Index TR | 18.31% | 16.71% | 5.86% | |||
| PRICE RETURNS | ||||||
| S&P 500 Low Volatility Index | 14.35% | 12.95% | 2.57% | |||
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Index Level Performance(as of 10-Sep-2012) |
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