The ML Strategic Balanced Index (the "Index") is a rules based quantitative strategy that rebalances a portfolio containing an equity and fixed income asset. The relative weights of the equity assets and fixed income assets within the portfolio are determined based on a risk parity basket methodology which is designed to generate equal risk contributions from each asset class. The Index adjusts its position in the portfolio on a daily basis to target a realized volatility of 6% annualized.
|Name||Date||Current Level||1 day%||YTD%||1 Yr%(Ann)||2 Yr%(Ann)||5 Yr%(Ann)||10 Yr%(Ann)|
|ML Strategic Balanced Index||16-Feb-2018||1361.88||0.07||-2.32||3.40||3.51||3.69||5.25|
|Hypothetical Cumulative Growth - since January 31, 1985|