Nasdaq-100 Volatility Control 10% PRTM Index

Tracks the performance of 100 of the largest non-financial companies listed on the Nasdaq Stock Market®

Approach
Market cap weighted

Holdings
The Nasdaq-100® is a globally recognized index that tracks the performance of 100 of the largest non-financial companies listed on the Nasdaq Stock Market®

Features
Exposure to a diverse range of industries and sector from technology to retail and biotechnology that collectively shape the new 21st century economy

Dynamic reallocation to control volatility

The underlying index aims to provide more consistent and stable returns by maintaining a 10% volatility target. To accomplish this, the Index monitors intraday trading data and shifts exposures more heavily to cash1 during periods of heightened volatility above the target.2

1 Cash accrues at the Federal Funds Rate.
2 Using truVol® Risk Control Engine developed by Salt Financial LLC.


Historical performance

2006

2007

2008

2009

2010

2011

2012

2013

2014

2015

Annual Return

9.12%

8.67%

-10.93%

20.20%

15.97%

0.75%

13.50%

20.56%

13.82%

2.90%

2016

2017

2018

2019

2020

2021

2022

2023

2024

2025

Annual Return

-1.83%

26.86%

6.37%

21.78%

16.94%

14.11%

-11.93%

31.09%

11.09%

4.46%

Data shown is for historical purposes only, does not represent an actual account, and is not the result of any actual trading. Actual investment outcomes may vary. Historical index performance is no guarantee. The Nasdaq-100 Volatility Control 10% Price Return Index was established on 7/31/24. Performance before this date is back-tested. Hypothetical performance is back-tested by applying the Index methodology to historical financial data when all components were available and was designed with the benefit of hindsight. Back-tested performance is hypothetical and has been provided for informational purposes only.