The Merrill Lynch RPM Index TM (the "Index") is a rules based quantitative strategy that rebalances a portfolio containing equities, commodities and fixed income assets. The relative weights of the assets within the portfolio are determined based on a risk parity methodology and price trends. The Index adjusts its position in the portfolio on a daily basis to target a realized volatility of 5% annualized.
|Name||Date||Current Level||1 day%||YTD%||1 Yr%(Ann)||2 Yr%(Ann)||5 Yr%(Ann)||10 Yr%(Ann)|
|Merrill Lynch RPM Index ™||17-Jan-2018||242.64||0.37||1.27||8.98||4.88||3.19||5.06|
|Hypothetical Cumulative Growth - since March 28, 2002|