S&P/TSX Composite Low Volatility |
The S&P/TSX Composite Low Volatility Index measures the performance of the 50 least-volatile stocks within the S&P/TSX Composite. The index is designed to serve as a benchmark for low volatility or low variance strategies in the Canadian equities market.
Performance Data
(as of 10-Sep-2012 )
Daily
Annualized
| Index Name | Adjusted Market Cap (C$Million) | Index Level | Performance | |||
|---|---|---|---|---|---|---|
| 1 Day | MTD | QTD | YTD | |||
| TOTAL RETURNS | ||||||
| S&P/TSX Composite Low Volatility Index(TR) | N/A | 524.79 | -.24% | .25% | 2.57% | 8.67% |
| PRICE RETURNS | ||||||
| S&P/TSX Composite Low Volatility Index | 446,962.86 | 306.33 | -.24% | .23% | 2.04% | 5.87% |
| Index Name | Performance (as of 31-Aug-2012 ) |
|||||
|---|---|---|---|---|---|---|
| 1 Year | 3 Year | 5 Year | ||||
| TOTAL RETURNS | ||||||
| S&P/TSX Composite Low Volatility Index(TR) | 13.43% | 18.59% | 3.64% | |||
| PRICE RETURNS | ||||||
| S&P/TSX Composite Low Volatility Index | 8.8% | 13.14% | -1.61% | |||
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