FTB-C000199 / Financial concept

Leveraged Index

A leveraged index targets a declared multiple of an underlying index's periodic return, usually with daily reset and financing effects.

Also known asleveraged daily-reset index

Definitions

In plain terms

A two-times daily index aims for twice each day's underlying return, not twice the return over every longer holding period.

Technical

The methodology defines underlying return variant, leverage multiple, reset time, financing and cash legs, fees, holidays, disruption rules, compounding, and floor or termination controls.

Scope

Longer-period performance is path dependent and can differ greatly from leverage times the underlying cumulative return.

Examples

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

Common misconceptions

  • Leveraged Index 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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