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S&P Risk Parity Index (USD-Only Constituents) – 8% Target Volatility
The S&P Risk Parity Index (USD-Only Constituents) – 8% Target Volatility seeks to measure the performance of a multi-asset risk parity strategy that allocates risk equally among U.S. dollar-denominated equity, fixed income, and commodities futures contracts, while targeting a volatility level of 8%.