S&P GSCI Dynamic Roll Daily Risk Control 12%

The S&P GSCI Dynamic Roll Daily Risk Control™ 12% represents a portfolio of the S&P GSCI Dynamic Roll Index plus an interest accruing cash component. The index is dynamically adjusted to target a level of volatility of 12%. Additional versions of the S&P GSCI Dynamic Roll Daily Risk Control Index target volatility levels of 5%, 8% and 10%.

• S&P GSCI Dynamic Roll
• S&P GSCI Dynamic Roll Daily Risk Control 8%
• S&P GSCI Dynamic Roll Daily Risk Control 5%
• S&P GSCI Dynamic Roll Daily Risk Control 10%
• S&P GSCI Daily Risk Control 5%