S&P 500 Risk Control™ Indices rely on the existing S&P 500 methodology and overlay mathematical algorithms to control the index risk profiles at specific volatility targets. The indices dynamically rebalance exposure to maintain 5%,10%, 12%, or 15% volatility targets.
Key Features and Coverage on RIMES
For this data source, RIMES hosts 9 Risk Control indices, including Daily, Average and Monthly.
Some of the data items available include:
- Monthly LIBOR in USD, Daily Excess Return, Daily Price Return, Database Domain Code, Database Symbol, Description, Excess Return, Exposure Level, Exposure Level Zero Lag Days, Interest Rate, Last Price Date, Long Term Variance, Long Term Volatility, Price Index, Realized Volatility, Short Term Variance, Short Term Volatility, etc.