DJTMNAB Dow Jones U.S. Thematic Market Neutral Low Beta Index

The Index is equal weighted, dollar neutral, sector neutral and is not levered. The Index rebalances monthly by identifying the lowest beta stocks as long positions and highest beta stocks as short positions, of approximately equal dollar amounts, within each sector.

As of 05/17/2019

Index Information
Provider:     S&P Dow Jones
Category1:  Alternatives
Category2:  Market Neutral
Currency:    USD
Inception date:  08/22/2011
Backtesting data exists:   Yes
Weighting methodology:   Other
Rebalanced:  Monthly
Total return version:  DJTMNABT

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