S&P Dow Jones Indices Launches Index Family for Risk Parity Strategy

S&P Dow Jones Indices announced the launch of the S&P Risk Parity Indices, its first index family designed to replicate a multi-asset risk parity strategy. The indices will follow S&P DJI's standards of transparent, rules-based methodologies for index construction, enabling a reflection of the risk and return characteristics of the investment discipline. 

The index family includes three indices:

  • S&P Risk Parity Index - 10% Target Volatility
  • S&P Risk Parity Index - 12% Target Volatility
  • S&P Risk Parity Index - 15% Target Volatility
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