S&P 500 Average Daily Risk Control 10% USD Price Return Index

Ticker : SPXAV10P

The S&P 500 Average Daily Risk Control 10% USD Price Return Index seeks to limit the volatility of the S&P 500 to a target level of 10% by allocating to cash. For the volatility value, we use the higher of the two simple averages of the underlying index’s volatility computed over 20 or 40 trailing days.

For Index Committee membership, including the chairperson and key contacts, please refer to the methodology.

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