Performance: Monthly Returns
| 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% | tr>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% | tr>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% | tr>2021 | -0.39% | 1.27% | 2.19% | 2.10% | 0.46% | 0.91% | 1.46% | 1.10% | -3.31% | 2.47% | -1.47% | 2.07% | 9.59% | tr>2022 | -2.33% | -1.22% | 1.66% | -2.11% | -0.23% | -1.27% | 1.25% | -1.87% | -2.38% | 0.23% | 1.56% | -0.90% | -7.47% | tr>2023 | 0.71% | 1.06% | -0.36% |
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