S&P GSCI Risk Weight

The S&P GSCI Risk Weight is a modified weight version of the S&P GSCI. It measures and uses the risk contribution of each commodity sector to the overall index risk by applying a risk parity concept, then limits the maximum sector weight to 33%.  The five sectors in the S&P GSCI Risk Weight are the same as the sectors in the S&P GSCI: Energy, Industrial Metals, Precious Metals, Agriculture and Livestock.

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