Other Indexes


REALITY SHARES DIVCON SMID DIVIDEND INDEX – Invests in the small- and mid-cap U.S. companies that, based on their DIVCON ratings, have the highest probability of increasing their dividends in the next 12 months.

REALITY SHARES OPTIMAL SECTORS INDEX – Uses the Guard methodology signals, which is a two-factor market strength assessment, to go long the U.S. sectors expected to outperform while simultaneously shorting the sectors expected to underperform.

REALITY SHARES DIVS SPX DIVIDEND FUTURES (INVESTABLE) INDEXES – Aim to provide exposure to S&P 500 Dividend Points. Each index measures the performance of a hypothetical portfolio in which the listed dividend futures contracts on the S&P 500 Dividend Points Index are purchased. The futures contracts are fully collateralized by a daily investment into the LIBOR USD overnight market. The interest earned from this collateralization is reinvested into the futures portfolio during annual reconstitution.

REALITY SHARES DIVS SPX DIVIDEND FUTURES (INFORMATION) INDEXES – Designed to provide exposure to S&P 500 Dividend Points. Each index measures the price performance of a hypothetical portfolio of listed dividend futures contracts on the S&P 500 Dividend Points Index. The Information indexes reset annually after the market close on the third Friday of December, to coincide with S&P Dividend futures contract expiration. Unlike the Investable Index Family, the Information index price levels are not continuous and will shift during annual reconstitution.

REALITY SHARES EVALUE8 LARGE-CAP INDEX – Evalue8 is a scoring system designed to identify companies with strong value bias. Reality Shares uses an eight-factor algorithm to calculate a unique score for large-cap U.S. companies. The higher the score, the greater the company’s value bias. In contrast, a company with a lower score is overvalued in relation to its fundamentals. The Reality Shares Evalue8 Large-Cap Index consists of the top 50 stocks based on their Evalue8 scores.

REALITY SHARES EVALUE8 SMID INDEX – Evalue8 is a scoring system designed to identify companies with strong value bias. Reality Shares uses an eight-factor algorithm to calculate a unique score for small- and mid-cap U.S. companies. The higher the score, the greater the company’s value bias. In contrast, a company with a lower score is overvalued in relation to its fundamentals. The Reality Shares Evalue8 SMID Index consists of the top 100 stocks based on their Evalue8 scores.

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Index performance returns are for illustrative purposes only and do not represent an actual fund or portfolio performance. Index performance returns do not reflect any management fees, transaction costs or expenses. Indexes are unmanaged and one cannot invest directly in an index. The information herein is not intended to predict actual results, which may differ substantially from those reflected. Investing involves risks, including possible loss of principal. Performance data quoted here represents past performance. Past performance is not necessarily indicative of future results. This material contains certain performance data based on back-testing, (i.e.) simulations of performance of a strategy as if it had actually existed during a defined period of time. The results of such data presented here are for illustrative purposes only, and constitute the judgment of RSA. While the information has been prepared in good faith, there are inherent limitations that recipients must consider carefully. Different models or different assumptions may yield different results.

Source: Bloomberg, Compustat, Reality Shares