Company Name:: Compass EMP US Discovery 500 Enhanced Volatility Weighted Fund
Benchmark Index: CEMP U.S. Small Cap 500 Long/Cash Volatility Weighted Index
Ticker Symbol: CSF
Approximate Number of Holdings in the Index: 500
Types of Companies Included: Companies that have a market capitalization less than $3 billion and screened for positive earnings over the last four quarters.
Basic Strategy:
If the CEMP U.S. Small Cap 500 Volatility Weighted Index has declined 10% the index will liquidate 75% of its securities (based on the month-end price) and have 25% invested in the securities. If the index goes back above this number it will reinvest and be 100% invested.
If the index goes back above this number it will reinvest and be 100% invested. Every additional 10% decline from the -11% will result in an additional 25% being reinvested in the selected securities:
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