The Aptus Behavioral Momentum Index is designed to track the performance of 25 large US-traded equity securities. The proprietary index methodology developed by Aptus Captial Advisors quantitatively ranks large US companies based on a combination of momentum and irrational investor behavior and seeks to gain exposure to only the highest ranked stocks. The index has an added objective of capital protection during market downtrends, and is therefore risk managed in that it can vary between 100% long only exposure to stocks or 100% exposure to intermediate Treasury Bonds dependent on the overall market environment.
Please note that the index chart above may be partly comprised of historical performance illustration based on a backtest. The guideline provides an indication where this is the case.