Nasdaq OMX and DWS Investments launch volatility control index

market volatility
Nasdaq 100 gets risk-control mechanism

Nasdaq OMX has teamed up with DWS Investments, the US retail unit of Deutsche Bank's global asset management division, to create a volatility controlled version of the benchmark Nasdaq 100 index.

The DWS Nasdaq-100 Volatility Target Index measures 30-day historical volatility and has a target volatility level of 15%. It has a separate cash component that tracks overnight US dollar Libor and adjusts the cash exposure as volatility moves up or down.

The index is aimed at investors who wish to rema

To continue reading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: