Ticker SPFDYNI | Asset Classes U.S. Equity | Inception Date 08/14/2023 |
Overview
The S&P 500® Dynamic Intraday TCA Index aims to provide exposure to the S&P 500® through the use of E-mini S&P 500 futures, while applying an intraday volatility control and trend-following mechanism. The index rebalances up to 13 times daily using a time-weighted average price (TWAP).
Performance
Summary Performance
One Month
One Month
1 Year
1 Year
2 Year
(annualized)
2 Year (annualized)
5 Year
(annualized)
5 Year (annualized)
10 Year
(annualized)
10 Year (annualized)
Year to Date
Year to Date