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LHA Market State Tactical U.S. Equity Index

Ticker:

LHAMSTI

The LHA Market State® Tactical U.S. Equity Index combines an allocation to the U.S. Equity Market, as represented by the S&P 500 Index, with an artificial intelligence derived quantitative beta management program that seeks to profit or preserve capital by increasing net-exposure in periods when the market is rallying, and to reduce net-exposure when the market is in retreat. The index is designed to react to changes in market conditions, varying net-long exposure to the S&P 500 between 0% and 160%. The index may adjust net exposure by rebalancing as frequently as daily, but does not necessarily do so.

calculated-by-sp

    The custom indices published in the “Client Information” section are proprietary to the client. S&P Dow Jones Indices LLC (SPDJI) is not the “Benchmark Administrator” (as defined in the International Organization of Securities Commission Principles for Financial Benchmarks of July 2013 and ESMA/EBA Principles for Benchmark Setting Processes of June 6, 2013) for such indices and SPDJI does not assume any responsibilities of a Benchmark Administrator for such indices.

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