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 ™||20-Feb-2018||236.83||-0.34||-1.15||5.34||2.50||2.64||4.76|
|Hypothetical Cumulative Growth - since March 28, 2002|