The CMG Tactical All Asset Index seeks to achieve capital appreciation by investing in exchange-traded funds (ETFs). The underlying strategy is a rules based, tactical investment strategy that analyzes a global universe of investment options to determine the portfolio allocation. The portfolio construction process utilizes a proprietary relative strength ranking system to capitalize on opportunities across U.S. equities, international equities, fixed income and commodity markets. The portfolio is comprised of up to 11 exchange traded funds (ETFs) exhibiting the strongest relative strength leadership. The investment objective is to achieve moderate growth while mitigating downside risk
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.