S&P Global Offerings
Featured Topics
Featured Products
Events
Investment Themes
Explore new territories with greater confidence
Asset Class
Equity
Fixed Income
Commodities
Themes
Dividends & Factors
Sustainability
Thematics
Indicators, Digital Assets & Other Strategies
Our Exchange Relationships
S&P DJI combines global reach with local expertise, working with exchanges around the world to build indices for both the local and international investment communities.
Equity
Fixed Income
Commodities
Dividends & Factors
Multi-Asset
Other Strategies
Sustainability
Thematics
Education
SPIVA®
For over 20 years, our renowned SPIVA research has measured actively managed funds against their index benchmarks worldwide.
Events & Webinars
Register to attend complimentary webinars and deepen your knowledge of current trends and issues impacting the index universe today.
Governance
Methodologies
SPICE
Your Gateway to Index Data
S&P Global / S&P Dow Jones Indices
S&P GLobal
Investment Themes
Explore new territories with greater confidence
Our Services
Professional Resources
Asset Class
Equity
Fixed Income
Commodities
Themes
Dividends & Factors
Sustainability
Thematics
Indicators, Digital Assets & Other Strategies
Our Exchange Relationships
S&P DJI combines global reach with local expertise, working with exchanges around the world to build indices for both the local and international investment communities.
Equity
Fixed Income
Commodities
Dividends & Factors
Multi-Asset
Other Strategies
Sustainability
Thematics
By Region
Our Exchange Relationships
S&P DJI combines global reach with local expertise, working with exchanges around the world to build indices for both the local and international investment communities.
Equity
Fixed Income
Commodities
Dividends & Factors
Multi-Asset
Other Strategies
Sustainability
Thematics
Digital Assets
Indicators
Education
SPIVA®
For over 20 years, our renowned SPIVA research has measured actively managed funds against their index benchmarks worldwide.
Events & Webinars
Register to attend complimentary webinars and deepen your knowledge of current trends and issues impacting the index universe today.
Research & Insights
Education
Performance Reports
SPIVA®
For over 20 years, our renowned SPIVA research has measured actively managed funds against their index benchmarks worldwide.
Events & Webinars
Register to attend complimentary webinars and deepen your knowledge of current trends and issues impacting the index universe today.
Governance
S&P DJI has an extensive history of delivering robust and transparent benchmarks to the financial industry and always endeavors to deliver high quality indices in conformity with our core values and in compliance with all applicable laws and regulations as well as industry standards and guidelines. S&P Global's Code of Business Ethics coupled with S&P DJI policies and procedures set the standard for an effective governance program.
Methodologies
Governance
Methodologies
SPICE
Your Gateway to Index Data
SPICE
Your Gateway to Index Data
S&P Global Offerings
Featured Topics
Featured Products
Events
S&P 500 Sector Rotator Daily Risk Control 5% Index
SPXSR5T
The S&P 500® Sector Rotator Daily Risk Control 5% Index relies on the S&P 500 High Momentum Value Sector Rotation, which is designed to measure the performance of S&P 500 sectors with attractive valuations with a momentum overlay, as the underlying strategy. The volatility targeting overlay uses mathematical algorithms and dynamic rebalancing to control the index risk profile at a predefined volatility target of 5%. The S&P Daily Risk Control Indices comprise various volatility targets and underlying universes (S&P 500, S&P 500 Dividend Aristocrats®, S&P 500 Low Volatility Index, etc.).
Documents
Index Classification
Related Indices
News & Announcements
SEE ALL-
-
- Index News
- Nov 15, 2021
- 3:07 PM
S&P Dow Jones Indices' Consultation on Potential Replacement Rates for USD London Interbank Offered Rates
S&P Dow Jones Indices' Consultation on Potential Replacement Rates for USD London Interbank Offered Rates
-
- Index News
- Oct 27, 2021
- 5:15 PM
Reminder: S&P Dow Jones Indices' Replacement Rates for Key London Interbank Offered Rates
Reminder: S&P Dow Jones Indices' Replacement Rates for Key London Interbank Offered Rates
-
- Index News
- Oct 12, 2021
- 5:16 PM
S&P Dow Jones Indices' Consultation on Potential Replacement Rates for Key London Interbank Offered Rates - Results
S&P Dow Jones Indices' Consultation on Potential Replacement Rates for Key London Interbank Offered Rates - Results
Research & Insights
SEE ALL
Characteristics
Constituents
Top 10 Constituents by Index Weight
Full Constituents List-
Constituent
-
Symbol
-
Sector*
Sector Breakdown
Sector
Index Weight
CONTENT TYPE
DATES
No results match your criteria.
