PERFORMANCE

S&P Custom Indices
Performance: Monthly Returns
tr> tr> tr> tr>
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
1999                       2.46% 2.46%
2000 -1.96% -0.48% 0.49% -0.31% 0.84% -0.96% 0.78% 1.74% 1.58% 1.08% 2.88% 5.02% 11.03%
2001 -1.11% 0.07% -0.35% -0.35% 1.25% -0.92% -0.08% 0.98% 2.45% 2.14% -1.92% -0.97% 1.08%
2002 -0.25% 1.65% -0.77% -0.90% 0.72% 0.64% 3.17% 1.55% 2.98% -0.34% -1.61% -0.88% 5.99%
2003 -0.71% 1.71% -0.09% 0.33% 3.13% -0.29% 0.89% 1.55% -0.29% 2.70% 0.77% 2.66% 12.97%
2004 1.30% 1.62% -0.36% -1.69% 0.63% 1.08% -2.26% 0.76% 0.28% 1.75% 1.22% 1.86% 6.26%
2005 -1.54% -0.30% -0.39% -1.49% 2.25% 0.42% 1.77% -0.39% -0.89% -1.64% 1.71% 0.37% -0.22%
2006 2.27% 0.64% 0.99% 1.05% -1.14% 0.34% 1.45% 1.90% 1.79% 2.11% 1.35% 1.04% 14.64%
2007 1.26% -0.51% 0.15% 1.98% 2.20% -1.15% -1.62% 1.42% 0.79% 0.95% 3.00% 0.16% 8.86%
2008 2.84% 2.06% 0.42% -1.24% -0.35% -3.16% 0.30% 1.03% 0.47% 0.53% 3.48% 2.14% 8.66%
2009 -1.21% 0.05% 1.51% -1.03% 1.48% 0.05% 2.16% 1.39% 1.35% -0.70% 2.37% -0.77% 6.77%
2010 -1.28% 1.09% 1.80% 1.48% -2.36% -0.71% 0.95% 1.21% 0.38% 0.80% -0.91% 1.70% 4.12%
2011 1.67% 1.97% 0.05% 2.12% 0.29% -0.74% -0.91% 2.17% -0.19% 0.59% 0.56% 1.20% 9.08%
2012 1.12% 1.13% 1.98% -0.21% -1.54% 0.94% 1.90% 0.03% 1.64% -0.89% -0.14% 0.28% 6.33%
2013 2.53% 1.29% 2.40% 1.10% -1.86% -0.31% 1.73% -2.34% 1.90% 1.79% 1.19% 1.46% 11.29%
2014 -2.08% 1.58% 0.42% 0.22% 1.70% 1.78% -1.69% 2.05% -1.59% 1.03% 2.03% -1.14% 4.24%
2015 -0.75% -0.15% -0.57% -0.12% 0.52% -0.70% 0.54% -4.12% 0.86% -0.71% -0.26% -0.37% -5.76%
2016 -0.96% -0.15% 1.81% -0.32% 1.01% -0.64% 0.73% -0.47% -1.48% -1.37% -1.00% 0.92% -1.66%
2017 1.22% 3.42% -0.10% 0.85% 1.62% -0.21% 1.43% 0.05% 0.32% 2.24% 3.40% 0.32% 15.47%
2018 4.13% -3.25% -0.83% 0.33% 0.54% 1.52% 2.96% 2.08% 0.01% -5.30% 0.78% -0.85% 0.89%
2019 0.46% 0.13% 2.38% 1.20% -2.52% 1.39% -0.31% 0.46% -0.38% 0.47% 2.19% 1.86% 7.46%
2020 0.33% -3.29% -1.14% 0.12% 0.20% 0.26% 1.23% 0.15% -1.66% -0.90% 3.86% 1.46% 0.46%
2021 -0.39% 1.27% 2.19% 3.09%

 

All information presented prior to the index launch date of May 28, 2014, is backtested and is not actual performance. Hypothetical historical performance data for the Lenwood Volatility Control Index™ from 12/31/99 — 4/30/14 is based on the same methodology in effect in the live index since its launch. The simulated performance results are net of the daily 0.50% per annum index servicing costs. Past simulated performance is not an indication of future results and is provided solely on a hypothetical basis to illustrate how the current index construct could reasonably be expected to perform in similar market environments. Index Methodologie™ disclaims any and all liability for the accuracy or completeness of the data shown on its website.

Data sources: Index Methodologies, LLC, Standard & Poor's Dow Jones