The S&P 500 130/30 Strategy Index measures the performance of an investment strategy that establishes over- and under-weight positions relative to the S&P 500. The index offers beta one, risk-controlled long/short exposure with the prospect of risk-adjusted outperformance.
The index is comprised of a core 100% long position in the S&P 500, 1% under-weight positions in 30 S&P 500 constituents stocks, and 1% over-weight positions in 30 S&P 500 constituents stocks. The aggregate short position and corresponding leveraged long position are always less than 30% in absolute terms because all stocks begin with a positive parent index weight.
Index Governance and Policy
This index is maintained by the S&P Index Committee, whose members include Standard & Poor's economists and index analysts. It follows a set of published guidelines and policies that provide the transparent methodologies used to maintain the index.
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