Sentences with phrase «volatility index comprises»

The CBOE Eurekahedge Volatility Indexes comprise four equally - weighted volatility indices 窶 ・ long volatility, short volatility, relative value and tail risk.

Not exact matches

As the Fund tracks the US stock market excluding the S&P 500 Index, which comprise 500 large cap companies, the companies tracked by the Fund would be significantly smaller in market capitalization, and would tend to be less mature with higher volatility.

They test this strategy on combinations of seven indexes comprising a spectrum of risk (listed lowest to highest): BofA Merrill Lynch 5 - 7 Year Treasury Index (Treasuries); CBOE S&P 500 Buy - Write Index (BuyWrite); S&P 500 Low Volatility Index (Low Volatility); S&P 500 Index (SP500); Russell 2000 Index (R2000); Morgan Stanley Cyclicals Index (Cyclicals); and, S&P 500 High Beta Index (High Beta).

This type of volatility is somewhat of an anomaly for the budding market, with the majority of the index being comprised of extremely high rated supranational debt.

Additionally, since the fund is comprised of NASDAQ stocks, it will tend to more more volatile than a broader market index like the S&P 500 and of course, other safe investments with lower volatility that rely on income for net returns rather than capital appreciation.

«With development in full swing, we are looking forward to the launch of our two investments funds in Q4 of this year: ICONOMI.INDEX, an index investment fund comprised of a basket of popular cryptocurrencies that minimizes volatility, and ICONOMI.PERFORMANCE, an actively managed fund targeting higher yields and run by credentialed, expert traders.»