Large Cap Volatility Factor Rotation

Description: Rules-based, tactical rotation between two volatility factors of the S&P 500 Index: 1) low volatility and 2) high beta. Includes 100 stocks at all times. Provides concentrated and tactical exposure to one, volatility-related factor (either low volatility or high beta). Evaluated monthly but only rotates when triggered by the index rules.

Index Name: Lunt Capital U.S. Large Cap Equity Rotation Index (TR)
Index Symbol: LUNTUSLC
Index Live Date: December 29, 2014
Index Inception Date: December 31, 1998
Index Calculation Agent: S&P Dow Jones Indices - - Access & Download Index Data - -

Large Cap Multi-Factor Rotation (CORE)

Description: Rules-based, tactical rotation between the high and low sides of four key factor groups of the Nasdaq 500 Index: 1) momentum, 2) quality, 3) value, and 4) volatility. Includes 50 stocks from each of the four factor groups (either high or low from each factor pair) for a total of 200 stocks*. Provides core exposure to a diversified, but tactical selection of factors. Evaluated monthly but only rotates when triggered by the index rules.

Index Name: Lunt Capital Large Cap Factor Rotation Index (TR)
Index Symbol: LUNTFCTR
Index Live Date: July 9, 2018
Index Inception Date: February 6, 2002
Index Calculation Agent: Nasdaq Global Indexes - - Access & Download Index Data - -

Large Cap Multi-Factor Rotation (FOCUSED)

Description: Rules-based, tactical rotation between the high and low sides of four key factor groups of the S&P 500 Index: 1) momentum, 2) quality, 3) value, and 4) volatility. Holds 100 stocks from two factor groups for a total of 200 stocks*. Provides focused exposure to 2 of 8 factors. Evaluated monthly but only rotates when triggered by the index rules.

Index Name: Lunt Capital U.S. Large Cap Multi-Factor Rotation Index (TR)
Index Symbol: LUNTLMFR
Index Live Date: December 27, 2017
Index Inception Date: December 29, 1995
Index Calculation Agent: S&P Dow Jones Indices - - Access & Download Index Data - -

Mid Cap Multi-Factor Rotation

Description: Rules-based, tactical rotation between the high and low sides of four key factor groups of the S&P MidCap 400 Index: 1) momentum, 2) quality, 3) value, and 4) volatility. Holds 80 stocks from two factor groups for a total of 160 stocks*. Provides focused exposure to 2 of 8 factors. Evaluated monthly but only rotates when triggered by the index rules.

Index Name: Lunt Capital U.S. MidCap Multi-Factor Rotation Index (TR)
Index Symbol: LUNTMMFR
Index Live Date: June 5, 2020
Index Inception Date: December 29, 1995
Index Calculation Agent: S&P Dow Jones Indices - - Access & Download Index Data - -