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||12-Jan-2018||1405.29||0.13||0.79||7.63||5.94||4.49||5.59|
|Hypothetical Cumulative Growth - since January 31, 1985|