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Index Description

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.


NameDateCurrent Level1 day%YTD%1 Yr%(Ann)2 Yr%(Ann)5 Yr%(Ann)10 Yr%(Ann)
Merrill Lynch RPM Index ™ 16-Sep-2019

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Hypothetical Cumulative Growth - since March 28, 2002


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Historical Values

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