S&P 500 Low Volatility Daily Risk Control 12% Index

The S&P 500® Low Volatility Daily Risk Control 12% Index represents a portfolio of the S&P 500 Low Volatility Index plus an interest accruing cash component. The index is dynamically rebalanced to target a 12% level of volatility. Volatility is calculated as a function of historical returns.

• S&P 500 Low Volatility (PR) Daily Risk Control 5% USD Index
• S&P 500 Low Volatility Daily Risk Control 10% Index
• S&P 500 Low Volatility Daily Risk Control 15% Index
• S&P 500 Low Volatility Daily Risk Control 8% Index
• S&P 500 Daily Risk Control 5% Index