Multi-Asset

Dynamic Allocation

Our dynamic allocation indices are systematic, multi-asset indices that employ trend and volatility signals to determine allocation across different asset classes.

Indices

Dynamic Allocation

Our dynamic allocation indices are systematic, multi-asset indices that employ trend and volatility signals to determine allocation across different asset classes.

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Defined Volatility

The defined volatility indices focus on leveraged strategies applied to an underlying index and seek to target specified levels of volatility, resetting the leverage every week to the ratio of target volatility to weekly implied volatility.

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Sustainability Allocation

Our sustainability allocation indices take a multi-asset approach to sustainability, either maintaining a 50/50 split between equities and bonds or shifting dynamically among asset classes based on economic and market trend signals.

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Income Allocation

Income allocation indices measure high-yielding securities across a variety of asset classes.

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VEQTOR

Our VEQTOR indices measure the performance of strategies that allocate among equity indices, volatility futures indices and cash based on a combination of realized and implied volatility.

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