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S&P Kensho New Economies Sector Rotator - Daily RC2 5% Index
KNESRT5
The S&P Kensho New Economies Sector Rotator - Daily RC2 5% Index is designed to measure a portfolio of the S&P Kensho New Economies Sector Rotator Index plus the S&P 5-Year U.S. Treasury Note Futures Total Return Index. These two positions are dynamically rebalanced to target a volatility of 5%.
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