Multi-Asset Liquid Alternatives Risk Parity

S&P Risk Parity Index - 15% Target Volatility

  • Performance
  • TOTAL RETURN
  • EXCESS RETURN
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As of Apr 10, 2025
14,114.87
-2.08%
1 Yr Return
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Index Name
Total Return
1 Yr Return
S&P Risk Parity Index - 15% Target Volatility (USD) TR
Launch Date: Dec 31, 2003
Total Return14,114.87
1 Yr Return-2.08%

The index Launch Date is Dec 31, 2003. All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date.See More 

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As of Apr 10, 2025
Index Level
1 Day
MTD
QTD
YTD
S&P Risk Parity Index - 15% Target Volatility (USD) TR
Total Return
Index Level 14,114.87
1 Day 1.24%
MTD-6.19%
QTD-6.19%
YTD-3.34%
As of Mar 31, 2025
1 MTH
3 MTH
YTD
1 Year
3 Year
Annualized
5 Year
Annualized
10 Year
Annualized
S&P Risk Parity Index - 15% Target Volatility (USD) TR
Total Return
1 MTH-1.83%
3 MTH3.05%
YTD3.05%
1 Year1.05%
3 Year
Annualized-0.60%
5 Year
Annualized11.72%
10 Year
Annualized7.51%
As of Mar 31, 2025
Annualized Risk
3 Year
5 Year
10 Year
Annualized Risk-Adj Returns
3 Year
5 Year
10 Year
S&P Risk Parity Index - 15% Target Volatility (USD) TR
Total Return
Annualized Risk
3 Year22.44%
5 Year19.45%
10 Year16.48%
Annualized Risk-Adj Returns
3 Year-0.03%
5 Year0.60%
10 Year0.46%
Risk is defined as standard deviation calculated using monthly values.
As of Apr 10, 2025

SPRP15T

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