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Index Description

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.

QIS

NameDateCurrent Level1 day%YTD%1 Yr%(Ann)2 Yr%(Ann)5 Yr%(Ann)10 Yr%(Ann)
ML Strategic Balanced Index 16-Feb-2018 -2.32

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Hypothetical Cumulative Growth - since January 31, 1985

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Historical Values

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