S&P Latin America 40 Dynamic Rebalancing Risk Control Index ETF List
Index Description
The S&P Latin America 40 Dynamic Rebalancing Risk Control Index is designed to respond to the volatility of the S&P Latin America 40 Index. The S&P Latin America 40 Index is an index of 40 stocks drawn from four major Latin American markets: Brazil, Chile, Mexico and Peru. The constituents are leading, large, liquid, blue chip companies from the Latin American markets, capturing 70% of the total market capitalization of each of their respective Latin American markets. The Index is composed of equity securities of the S&P Latin America 40 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 Latin America 40 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 Latin America 40 Dynamic Rebalancing Risk Control Index
ETFs tracking the S&P Latin America 40 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 Latin America 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 Latin America 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 Latin America Equities Indexes
Other indexes tracked by ETFs in the Latin America Equities ETFdb Category include:
- FTSE Colombia 20 Index
- Market Vectors Brazil Small-Cap Index
- MSCI All Peru Capped Index
- MSCI Brazil Index
- MSCI Chile Investable Market Index
- MSCI Mexico Investable Market Index
- S&P Latin America 40 Index
- S&P Latin America BMI Index
- Latin America Small-Cap Index
- Solactive Brazil Mid Cap Index
- MSCI Emerging Markets Latin America Index
- MSCI Brazil Small Cap Index
- FTSE Andean 40 Index
- FTSE Argentina 20 Index
- Market Vectors Colombia Index
- Defined Brazil Index
- Defined Latin America Index
- MSCI Brazil US Dollar Hedged Index
- S&P Latin America 40 Dynamic Rebalancing Risk Control Index
Mutual Funds Tracking S&P Latin America 40 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 Latin America 40 Dynamic Rebalancing Risk Control Index.
