CEMP Volatility Weighted Index

CEMP Index Guide

CEMP Enhanced Indexes White Paper:
Fundamental Criteria with Volatility Weighting in Index Construction

CEMP Index Performance Returns Summary


CEMP Volatility Weighted Indexes

(Click on the index below for a fact sheet containing more information and performance)

Equity

CEMP U.S. Large Cap 500 Volatility Weighted Index.  The CEMP U.S. Large Cap 500 Volatility Weighted Index consists of 500 of the largest U.S. stocks with consistent positive earnings and with an equal weighting of risk among all 500 stocks.

CEMP U.S. Large Cap High Dividend 100 Volatility Weighted Index. The CEMP U.S. Large Cap High Dividend 100 Volatility Weighted Index consists of the highest 100 dividend yielding stocks of the CEMP U.S. Large Cap 500 Volatility Weighted Index.

CEMP U.S. Small Cap 500 Volatility Weighted Index.  The CEMP U.S. Small Cap 500 Volatility Weighted Index consists of 500 of the largest U.S. small cap stocks $3 Billion or less with consistent positive earnings and with an equal weighting of risk among all 500 stocks.

CEMP International 500 Volatility Weighted Index. The CEMP International 500 Risk Weighted Index consists of 500 of the largest developed country stocks with consistent positive earnings and with an equal weighting of risk among all 500 stocks.

CEMP Emerging Market 500 Volatility Weighted Index. The CEMP Emerging Market 500 Volatility Weighted Index consists of 500 of the largest emerging market country stocks with consistent positive earnings and with an equal weighting of risk among all 500 stocks.

Equity Long/Cash

CEMP U.S. Large Cap 500 Long/Cash Volatility Weighted Index. The CEMP U.S. Large Cap 500 Long-Cash Volatility Weighted Index is based on the month end price of the CEMP U.S. Large Cap 500 Volatility Weighted Index. The index seeks to limit risk during unfavorable market conditions by reducing its exposure to the market. During a period of market decline, the Index's exposure to the market may be as low as 25% depending on the magnitude of such decline.

CEMP U.S. Large Cap High Dividend 100 Long/Cash Volatility Weighted Index. The CEMP U.S. Large Cap High Dividend 100 Long-Cash Volatility Weighted Index is based on the month end price of the CEMP U.S. Large Cap High Dividend 100 Volatility Weighted Index. The index seeks to limit risk during unfavorable market conditions by reducing its exposure to the market. During a period of market decline, the Index's exposure to the market may be as low as 25% depending on the magnitude of such decline.

CEMP U.S. Small Cap 500 Long/Cash Volatility Weighted Index. The CEMP U.S. Small Cap 500 Long-Cash Volatility Weighted Index is based on the month end price of the CEMP U.S. Small Cap 500 Volatility Weighted Index. The index seeks to limit risk during unfavorable market conditions by reducing its exposure to the market. During a period of market decline, the Index's exposure to the market may be as low as 25% depending on the magnitude of such decline.

CEMP International 500 Long/Cash Volatility Weighted Index. The CEMP International 500 Long-Cash Volatility Weighted Index is based on the month end price of the CEMP International 500 Volatility Weighted Index. The index seeks to limit risk during unfavorable market conditions by reducing its exposure to the market. During a period of market decline, the Index's exposure to the market may be as low as 25% depending on the magnitude of such decline.

Real Estate

CEMP U.S. REIT 100 Volatility Weighted Index. The CEMP U.S. REIT 100 Volatility Weighted Index consists of 100 of the largest U.S. REIT stocks with consistent positive earnings and with an equal weighting of risk among all 100 stocks.

Real Estate Long/Cash

CEMP U.S. REIT Long/Cash Volatility Weighted Index. The CEMP U.S. REIT Long-Cash Volatility Weighted Index is based on the month end price of the CEMP U.S. REIT 100 Volatility Weighted Index. The index seeks to limit risk during unfavorable market conditions by reducing its exposure to the market. During a period of market decline, the Index's exposure to the market may be as low as 25% depending on the magnitude of such decline.

Commodity

CEMP Commodity Volatility Weighted Index. The CEMP Commodity Volatility Weighted Index consist of the 20 most liquid commodities with an equal weighting of risk among all the 20 commodities.

Commodity Long/Cash

CEMP Commodity Long/Cash Volatility Weighted Index. The CEMP Commodity Long/Cash Volatility Weighted Index is based on the month end price of the CEMP Commodity Volatility Weighted Index. The index seeks to limit risk during unfavorable market conditions by reducing its exposure to the market. During a period of market decline, the Index's exposure to the market may be as low as 25% depending on the magnitude of such decline.

 

CEMP Enhanced Indexes - Press Releases:
May 2012 | August 2012 | October 2012


Indexes are unmanaged and investors are not able to invest directly into any index.

0032-NLD-1/7/2013