Overview
The Dow Jones Volatility Risk Control Indexes℠ track the performance of leading companies in specific geographic markets, and aim to limit risk by targeting predetermined levels of volatility (5%, 10%, 15% and 20%). The levels of volatility are achieved by dynamically allocating between a base index and a cash component. The allocation is based on the 30-day realized volatility of the base index, and is reduced or leveraged (up to 150%) to achieve the target volatility.
Dow Jones BRIC 50 Volatility Risk Control Indexes℠
The Dow Jones BRIC 50 Volatility Risk Control Indexes℠ are based on the Dow Jones BRIC 50 Index℠, which tracks the performance of leading stocks traded in the Brazil, Russia, India and offshore China markets, selected by size and liquidity. Available are the following indexes:
- Dow Jones BRIC 50 5% Volatility Risk Control Index
- Dow Jones BRIC 50 10% Volatility Risk Control Index
- Dow Jones BRIC 50 15% Volatility Risk Control Index
- Dow Jones BRIC 50 20% Volatility Risk Control Index
Dow Jones Europe Titans 80 Volatility Risk Control Indexes℠
The Dow Jones Europe Titans 80 Volatility Risk Control Indexes℠ are based on the Dow Jones Europe Titans 80 Index℠, which tracks the stock performance of leading companies in the developed markets of Europe, selected by size, revenue and net profit. Available are the following indexes:
- Dow Jones Europe Titans 80 5% Volatility Risk Control Index
- Dow Jones Europe Titans 80 10% Volatility Risk Control Index
- Dow Jones Europe Titans 80 15% Volatility Risk Control Index
- Dow Jones Europe Titans 80 20% Volatility Risk Control Index
Dow Jones Eurozone Titans 80 Volatility Risk Control Indexes℠
The Dow Jones Eurozone Titans 80 Volatility Risk Control Indexes℠ are based on the Dow Jones Eurozone Titans 80 Index℠, which tracks the stock performance of leading companies in the developed markets of the Eurozone, selected by size, revenue and net profit. Available are the following indexes:
- Dow Jones Eurozone Titans 80 5% Volatility Risk Control Index
- Dow Jones Eurozone Titans 80 10% Volatility Risk Control Index
- Dow Jones Eurozone Titans 80 15% Volatility Risk Control Index
- Dow Jones Eurozone Titans 80 20% Volatility Risk Control Index
Dow Jones Global Titans 50 Volatility Risk Control Indexes℠
The Dow Jones Global Titans 50 Volatility Risk Control Indexes℠ are based on the Dow Jones Global Titans 50 Index℠ which represents 50 of the world's leading multinational companies, selected based on float-adjusted market capitalization, revenue and net income.
- Dow Jones Global Titans 50 10% Volatility Risk Control Index℠
- Dow Jones Global Titans 50 15% Volatility Risk Control Index℠
