FTB-C000212 / Formula component

Index Allocation

Index allocation is the set of weights or exposures assigned to underlying indices within a composite or strategy index.

Also known asunderlying-index weightstrategy allocation

Definitions

In plain terms

A composite can allocate 60% to one underlying index and 40% to another, then rebalance those targets periodically.

Technical

The allocation rule defines eligible underlyings, target and drift weights, currency, return variants, rebalance, constraints, missing levels, turnover, and normalization.

Scope

Allocation weights do not reveal overlapping constituent exposure without look-through analysis.

Examples

  • A governed methodology records index allocation with its source, cutoff, units, parameters, and effective version.

Common misconceptions

  • Index Allocation does not have one universal implementation without the declared methodology, data basis, and constraints.

Concept relationships

Where this concept is used

Evidence and governance

  1. S&P Dow Jones Indices Index Mathematics Methodology S&P Dow Jones Indices · first party methodology

    Supports: preferred label, short definition, technical definition

    Limits: Authoritative for the provider's indices; conventions are not universal defaults for every index or security-level return series.

  2. Fintech Builder Glossary Definition Contract The Fintech Builder · internal governed contract

    Supports: variant distinction

    Limits: Defines governed platform behavior rather than claiming these policies are universally prescribed by external McClellan methodology.

Reviewed by
fintech-builder-batch-004
Last reviewed
2026-07-27
Next review
2027-07-27
Record status
evidence reviewed

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