SP500LVOL S&P 500 Low Volatility Index
The Index consists of the 100 stocks from the S&P 500 Index with the lowest realized volatility over the past 12 months. Volatility is a statistical measurement of the magnitude of up and down asset price fluctuations over time. Constituents are weighted relative to the inverse of their corresponding volatility, with the least volatile stocks receiving the highest weights.
7,905.41
As of 05/05/2020
Index Information
Provider:
S&P Dow Jones
Category1: US Equity
Category2: Broad market
Category3: Large cap
Country: USA
Currency: USD
Inception date: 04/04/2011
Backtesting data exists:
Yes
Weighting methodology: Volatility
Number of holdings: 100
Rebalanced: Quarterly
Reconstituted: Quarterly
Total return version:
SP5LVIT
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