S&P 500 Equity and Futures Daily Risk Control 24% Index (USD)

Ticker:

SP5EFRC

The S&P 500® Equity and Futures Daily Risk Control 24% Index seeks to measure the performance of a strategy that combines constant representation of the S&P 500 with a dynamic weighting to the S&5 500 Futures Index ER in order to target a specific level of volatility. When the underlying index volatility decreases below 24%, futures are added to the index to increase the market exposure and vice versa.

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