S&P Latin America Infrastructure Risk Control Indices |
The S&P Latin America Infrastructure Risk Control Index utilizes the existing S&P Latin America Infrastructure Index methodology, to which an overlying mathematical algorithm is applied. The algorithm is 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 Latin America Infrastructure Daily Risk Control 8%, 10%, 12%, 15% and 18% indices.
Files formatted in Excel
Contact Client Services
852-2533-3500
(Greater China)
65-6438-2881
(S/SEA)
Contact Us
|