Buffer Protect Strategy:
Estimated Cap Levels
The Buffer Protect Strategy is a Target Outcome Strategy that is designed to track the return of a reference asset, up to a maximum predetermined cap level (“Cap”), while buffering a specific level of losses over a predetermined Target Outcome period. The Cap is set at the start of the Target Outcome period. Below are the estimated Caps for different Target Outcome periods starting on each day, for the prior 5 business days.
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| Reference Asset | Term | Buffer % | Participation | 26-Sep | 29-Sep | 30-Sep | 1-Oct | 2-Oct | |
|---|---|---|---|---|---|---|---|---|---|
| SPY | 3-Mos | -5% to -20% | 1x | 4.44% | 4.39% | 4.43% | 4.36% | 4.45% | |
| GLD | 3-Mos | -5% to -15% | 1x | 9.01% | 9.09% | 8.99% | 8.78% | 8.85% | |
| SPY | 6-Mos | 0% to -20% | 1x | 4.56% | 4.65% | 4.65% | 4.51% | 4.57% | |
| SPY | 12-Mos | 0% to -10% | 1x | 13.52% | 13.65% | 13.64% | 13.68% | 14.59% | |
| SPY | 12-Mos | 0% to -15% | 1x | 10.64% | 10.83% | 10.65% | 10.68% | 10.84% | |
| SPY | 12-Mos | 0% to -15% | 2x | 9.35% | 9.41% | 9.37% | 9.42% | 9.64% | |
| SPY | 12-Mos | 0% to -20% | 1x | 9.27% | 9.33% | 9.28% | 9.31% | 9.77% | |
| SPY | 12-Mos | -5% to -30% | 1x | 10.96% | 10.91% | 10.74% | 10.60% | 10.88% | |
| SPY | 12-Mos | -5% to -35% | 1x | 10.33% | 10.15% | 9.98% | 9.89% | 10.10% | |
| SPY | 12-Mos | 0% to -100% | 1x | 6.65% | 6.70% | 6.73% | 6.89% | 7.02% | |
| EFA | 12-Mos | 0% to -10% | 1x | 14.58% | 14.41% | 14.43% | 14.68% | 14.97% | |
| EFA | 12-Mos | 0% to -15% | 1x | 10.52% | 10.55% | 10.44% | 10.51% | 11.02% | |
| QQQ | 12-Mos | 0% to -10% | 1x | 16.75% | 16.78% | 16.72% | 17.17% | 18.03% | |
| QQQ | 12-Mos | 0% to -15% | 1x | 12.86% | 12.87% | 12.75% | 12.88% | 13.29% | |
| QQQ | 12-Mos | 0% to -20% | 1x | 11.38% | 11.39% | 11.33% | 11.47% | 11.84% | |
| IWM | 12-Mos | 0% to -15% | 1x | 15.45% | 15.63% | 15.47% | 15.56% | 16.38% | |
| RSP | 12-Mos | 0% to -10% | 1x | 10.96% | 10.77% | 10.73% | 10.80% | 11.72% | |
| EEM | 12-Mos | 0% to -10% | 1x | 16.89% | 16.73% | 16.66% | 16.71% | 16.84% | |
| SPY | 15-Mos | 0% to -10% | 1x | 17.30% | 17.47% | 17.50% | 17.47% | 18.00% | |
| SPY | 15-Mos | 0% to -15% | 2x | 11.68% | 11.78% | 11.84% | 11.78% | 12.02% | |
| SPY | 15-Mos | 0% to -20% | 1x | 12.32% | 12.43% | 12.40% | 12.26% | 12.77% | |
| SPY | 15-Mos | 0% to -30% | 1x | 10.10% | 10.18% | 10.05% | 9.97% | 10.35% | |
| SPY | 15-Mos | -5% to -30% | 1x | 13.23% | 13.25% | 13.16% | 13.14% | 13.17% | |
| SPY | 15-Mos | 0% to -100% | 1x | 6.08% | 6.17% | 6.21% | 6.27% | 6.51% | |
| QQQ | 15-Mos | 0% to -10% | 1x | 21.58% | 21.56% | 21.54% | 21.60% | 21.77% | |
| QQQ | 15-Mos | 0% to -20% | 1x | 15.04% | 15.06% | 15.01% | 15.03% | 15.13% | |
| IWM | 15-Mos | 0% to -20% | 1x | 17.56% | 17.65% | 17.69% | 17.55% | 17.69% | |
| SPY | 24-Mos | 0% to -20% | 1x | 19.72% | 19.75% | 19.66% | 19.72% | 19.68% | |
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