S&P 500 Risk Control Indices |
The indices utilize the existing S&P 500 methodology with an overlying mathematical algorithm designed to control the index’s risk level by establishing a specific volatility target and dynamically adjusting the exposure to the index based on its observed historic volatility. The series includes the S&P 500 Daily Risk Control 5%, 10%, 12%, and 15% Indices, and the S&P 500 Monthly Risk Control 12% Indices.
Files formatted in Excel
Contact Client Services
+44-(0)20-7176-7176
Contact Us
|