FTSE Volatility Target Index Series

The FTSE Volatility Target Index Series represents the performance of an investment strategy wanting to manage volatility close to a targeted level.

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  1. Overview
  2. Key resources
  3. Research and Insights
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The FTSE Volatility Target Index Series represents the performance of an investment strategy that seeks to manage expected volatility close to a specific targeted level.

The FTSE Volatility Target Index Series deleverages (leverages) i.e. decreases (increases) the allocation to the underlying equity index and increases (decreases) exposure to a risk-free cash return component, as the volatility of the underlying index increases (decreases), in order to target a pre-specified level of volatility. The Total Return and the Excess Return Indices include a cash return component.

Useful link

Key resources

Index announcements

Stay up-to-date and read the latest index change notices and announcements.

View all index announcements

Research and Insights

Research

WMR FX Benchmarks: The global standard for currency valuation

In this paper we review the 30-year history of the WMR FX benchmarks, explaining their role in the market, their use cases, their calculation methodology and their governance and oversight.

Research

Valuation Matters – are shifts in index composition impacting market valuations?

How have market valuations been impacted by changes in index composition? Can controlling for these changes improve the predictive power of valuations in forecasting forward-looking returns?

Article

Balancing out index weights

Equal-weight indices reduce concentration and improve diversification. Learn how equal-weighting balances stock contributions in indices like the Russell 1000.
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5 min

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