The S&P 500^® Futures 40% Volatility Compass 6% Decrement Index measures the performance of a long-only risk control strategy with a dynamic position in the E-mini S&P 500 futures. The index features an intraday volatility rebalancing framework with a 40% volatility target, designed to more dynamically adjust to evolving market conditions and enhance volatility stability, less a fixed amount of 6% per year.

• S&P 500 Engle 14% VT Index
• S&P 500 Engle 15% VT TCA Index
• S&P 500 Engle 15% VT Index
• S&P 500 Engle 14% VT TCA Index
• S&P 500 Engle 8% VT Index