Uncategorized

S&P Risk Parity 2.0 Index – 10% Target Volatility

The S&P Risk Parity 2.0 Index – 10% Target Volatility seeks to measure the performance of a multi-asset risk parity strategy that allocates predetermined risk exposure among commodities, equity, nominal bonds, and TIPS, while targeting a volatility level of 10%.

Related Articles

Leave a Reply

Your email address will not be published. Required fields are marked *

Check Also
Close
Back to top button