RISK PARITY INDEX
CONSTITUENT ELIGIBILITY REQUIREMENTS
An exchange traded product (ETF) that tracks a designated asset class and trades on a regulated stock exchange with at least $100 million USD in assets under management and demonstrates adequate trading volume and liquidity with aggregate volume over the last 90 days of at least 100,000 shares traded.
A group of securities constructed as an index consisting of individual securities such as stocks, bonds, and futures that trade on a regulated exchange and demonstrate adequate trading volume and liquidity for an exchange traded product as determined by the index provider.
The individual asset class proxies are modeled using the exchange traded securities and indexes and will have the following corresponding weights:
20% Non-U.S. Developed
30% Emerging Markets
Commodities (equities, except gold)
40% Physical Gold
21% Diversified Mining (ex-gold)
3% Clean Energy
U.S. Treasury Inflation Protected Securities (TIPS)
Target 15+ year maturity
10-Year U.S. Treasury Futures backed by U.S. Treasury Bills