S&P 500 Futures Defined Volatility Indices Brochure

The S&P 500® Futures Defined Volatility Index Series seeks to measure the performance of dynamic rules-based strategies that track the S&P 500 via the underlying S&P 500 Futures (3-Day Roll) Index. The indices are designed to maintain a pre-defined level of volatility by applying leverage, which is calculated based on the current weekly implied volatility of the S&P 500. The indices are available with and without a decrement of 3% per year, deducted daily.
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