S&P 500 Low Volatility Index
E605253
The S&P 500 Low Volatility Index is a stock market index that tracks the performance of the least volatile stocks within the S&P 500, aiming to provide equity exposure with reduced price fluctuations.
Statements (35)
| Predicate | Object |
|---|---|
| instanceOf |
low volatility index
ⓘ
stock market index ⓘ |
| aimsTo | provide equity exposure with reduced price fluctuations ⓘ |
| assetClass | equities ⓘ |
| basedOn | S&P 500 NERFINISHED ⓘ |
| benchmarkFor | low volatility ETFs tracking U.S. large caps ⓘ |
| componentType | large-cap U.S. stocks ⓘ |
| currency | US dollar ⓘ |
| dataProvider | S&P Dow Jones Indices LLC NERFINISHED ⓘ |
| factorExposure | low volatility factor ⓘ |
| geographicFocus | United States NERFINISHED ⓘ |
| investableVia |
exchange-traded funds
ⓘ
index mutual funds ⓘ |
| maintenance | rules-based methodology ⓘ |
| objective |
maintain equity market exposure
ⓘ
reduce portfolio volatility relative to the S&P 500 ⓘ |
| parentIndexFamily | S&P 500 Index family NERFINISHED ⓘ |
| provider | S&P Dow Jones Indices NERFINISHED ⓘ |
| rebalancing | periodic index rebalancing ⓘ |
| region | North America ⓘ |
| riskProfile | lower risk relative to broad market benchmark ⓘ |
| sectorEffect | can have sector tilts relative to the S&P 500 ⓘ |
| selectionCriterion | lowest historical price volatility ⓘ |
| selectionLookbackPeriod | historical volatility over a trailing period ⓘ |
| selectionMetric | standard deviation of price returns ⓘ |
| strategyType | factor index ⓘ |
| tickerType | index ticker ⓘ |
| tracks | least volatile stocks in the S&P 500 ⓘ |
| universe | S&P 500 constituents ⓘ |
| useCase |
benchmark for low volatility strategies
ⓘ
defensive equity allocation ⓘ risk management ⓘ |
| volatilityCharacteristic | historically lower volatility than the S&P 500 ⓘ |
| weightingMethod |
inverse volatility weighting principles
ⓘ
volatility-weighted ⓘ |
Referenced by (2)
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