Created by Zacks Investment Research, the Zacks Sector Rotation Index comprises 100 stocks selected from a universe made up of the 1,000 largest listed equity companies based on market capitalization. The index uses a proprietary quantitative methodology to over weight sectors with potentially superior risk-return profiles. Its objective is to over weight those sectors that combined have the potential to outperform on a risk-adjusted basis the S&P 500 and other benchmark indices.