VelocityShares Volatility Hedged Large Cap Index

The VelocityShares Volatility Hedged Large Cap Index is designed to replicate a portfolio consisting of the following:
(1) a large cap equity exposure, and
(2) a VIX®-based volatility exposure designed to hedge equity market volatility.
The index is designed to be investible – an investor holding all of the reference securities at the same weights and adjusted daily should realize returns similar to that of the index.The reference securities are US listed exchange traded products (ETPs). The reference securities underlying the equity component of the indices represent the large capitalization equity market, and the reference securities underlying the volatility strategy are daily-resetting leveraged long and inverse ETPs.
Performance (As of 07/21/2017) Level Returns
One Day MTD YTD Since Inception
VelocityShares Volatility Hedged Large Cap Index (SPXHID) 271.57 -0.05% 2.17% 11.97% 9.76%
Equity 249.19 -0.08% 2.11% 11.47% 13.88%
Volatility 201.46 0.14% 2.51% 14.42% -12.58%
CONSTITUENTS (As of 07/21/2017) WEIGHT
Equity 84.95%
Volatility 15.05%
CONSTITUENTS (As of 07/21/2017) WEIGHT
Long Volatility 22.82%
Short Volatility 77.18%