The Russell Top 50 Volatility Shield 10% Index represents the performance of an investment strategy that provides variable exposure to the Russell Top 50 Total Return Index, while targeting a specified level of volatility.
The exposure to the underlying index decreases or increases (subject to a cap) on a daily basis proportionally to the ratio between the specified volatility target and the realized volatility of the underlying index. Such dynamic exposure helps achieve a desired level of volatility and is called a “Volatility Control”.
The Russell Top 50 Volatility Shield 10% Index uses intraday prices of the underlying index to estimate its realized volatility hence reacting quickly to changing market conditions, and improving risk-adjusted returns.
Useful links
Key resources
Factsheets
Factsheet details will be available soon.
