S&P Composite 1500 Dynamic Rebalancing Risk Control Index ETF List
Index Description
The S&P Composite 1500 Dynamic Rebalancing Risk Control Index is designed to respond to the volatility of the S&P 1500 Index. The S&P 1500 Index is a composite index of the S&P 500 Index, S&P 400 Index and S&P 600 Index, which are composed of stocks representing the large capitalization, mid capitalization and small capitalization segments of the U.S. equity market, respectively. The Index is composed of equity securities of the S&P 1500 Index (the “Stock Component”) and fixed income securities, including U.S. Treasury Bills (the “Cash Component”). The Index responds to volatility by establishing a specific volatility target that adjusts the Index’s components among an allocation to the Stock Component and the Cash Component based upon realized exponentially-weighted historical volatility of the S&P 1500 Index. The exponentially-weighted historical volatility calculation weights the more recent historical periods more heavily than older periods. As these volatility targets are met, the Index may be rebalanced as frequently as daily.
ETFs Tracking The S&P Composite 1500 Dynamic Rebalancing Risk Control Index
ETFs tracking the S&P Composite 1500 Dynamic Rebalancing Risk Control Index are presented in the following table.
* Assets in thousands of U.S. Dollars. Assets and Average Volume as of 05/25/2012
Other All Cap Equities ETFs
ETFdb staff has allocated each ETF in the ETF database, as well as each index, to a single "best-fit" ETFdb Category. Other ETFs in the All Cap Equities ETFdb Category are presented in the following table.
* Assets in thousands of U.S. Dollars. Assets and Average Volume as of 05/25/2012Other All Cap Equities Indexes
Other indexes tracked by ETFs in the All Cap Equities ETFdb Category include:
- Beacon Spin-off Index
- Defined Multi Cap Growth Index
- Defined Multi Cap Value Index
- Dividend Achiever 50 Index
- Dorsey Wright Technical Leaders Index
- Dow Jones U.S. Broad Stock Market Total Return Index
- Dow Jones U.S. Index
- Dow Jones U.S. Total Stock Market Index
- Dynamic Market Intellidex Index
- Dynamic OTC Intellidex Index
- IPOX-100 U.S. Index
- Morningstar Wide Moat Focus Total Return Index
- MSCI US Broad Market Index
- NASDAQ Composite Index
- NYSE Composite Index
- Raymond James SB-1 Equity Index
- RevenueShares Navellier Overall A-100
- Russell 3000 Growth Index
- Russell 3000 Index
- Russell 3000 Value Index
- S&P Composite 1500 Index
- Sabrient Insider Sentiment Index
- Share BuyBack Achievers Index
- Top 200 Dynamic Intellidex Index
- Value Line 100 Index
- Value Line Equity Allocation Index
- Morningstar StockInvestor Core Index
- Wilshire 5000 Total Market Index
- Wilshire 4500 Completion Index
- MSCI USA Index
- Morningstar US Market Index
- Morningstar US Market Factor Tilt Index
- Dow Jones U.S. Dividend 100 Index
- MSCI USA Minimum Volatility Index
- NASDAQ 500 Index
- Sabrient Multi-Cap Insider/Analyst Quant-Weighted Index
- S&P Composite 1500 Dynamic Rebalancing Risk Control Index
- Morningstar Wide Moat Focus Index
Mutual Funds Tracking S&P Composite 1500 Dynamic Rebalancing Risk Control Index
ETF Database categorizes mutual funds for the Mutual Fund to ETF Converter tool. There are no mutual funds benchmarked against S&P Composite 1500 Dynamic Rebalancing Risk Control Index.
