U.S. Stock Market Volatility Estimates for May 19, 2017

The Recent Realized Volatility shown in the chart represents the realized volatility of the S&P 500 Index. This measure is computed by AlphaSimplex using a weighting scheme that attaches more significance to recent data relative to more distant data (specifically, using an exponential decay with a half life of 21 days). The Long−Term Realized Volatility represents the realized volatility of the S&P 500 Index as of the report date (using an exponential decay with a half life of 10 years) as computed by AlphaSimplex. The Implied Volatility in the chart is the implied volatility of the S&P 500 Index as measured by the VIX (Bloomberg ticker VIX Index). For realized volatility measures, alternative weighting schemes will generate different results. Past volatilities are not predictions of future volatilities.

AlphaSimplex Downside Risk Index Estimates for May 19, 2017

The Downside Risk Index (DRI) is a proprietary index designed by AlphaSimplex to reflect the recent downside volatility of equity markets. Here, downside volatility is a measure of the extent to which recent volatility in an equity market’s daily returns has resulted from negative price moves (as opposed to volatility resulting from positive price moves). The DRI can range from 0 to 100, and higher values indicate that the recent level of downside volatility has been high relative to historically observed levels of downside volatility. The DRI is not a prediction of future returns or volatilities of equity markets and investors should not rely on this index when making investment decisions.

U.S. Equities = S&P 500 Index

Int’l Equities (EAFE) = MSCI EAFE Index

Emerging Markets = MSCI Emerging Markets Index

DISCLAIMER

AlphaSimplex Group, LLC (“AlphaSimplex”) advises alternative investment strategies for financial professionals that are offered as part of the Natixis Funds family of mutual funds.  NGAM Distribution, L.P. (“NGAM Distribution”) is a limited purpose broker-dealer and the distributor of various registered investment companies for which advisory services are provided by AlphaSimplex. NGAM Distribution and AlphaSimplex are affiliated. NGAM Distribution is located at 399 Boylston Street, Boston, MA 02116.

This website and the content therein is for informational purposes only and should not be considered a solicitation, advice, offer or a recommendation for any fund or security in any jurisdiction where such offer, solicitation or recommendation would be unlawful or unauthorized. This website is not directed to any person in any jurisdiction where, by reason of that person’s nationality, residence or otherwise, the publication or availability of this website is prohibited. Persons in respect of whom such prohibitions apply must not access this website. It is your responsibility to be aware of and to observe all applicable laws and regulations of any relevant jurisdiction.

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DISCLAIMER

AlphaSimplex Group, LLC (“AlphaSimplex”) advises alternative investment strategies for financial professionals that are offered as part of the Natixis Funds family of mutual funds.  NGAM Distribution, L.P. (“NGAM Distribution”) is a limited purpose broker-dealer and the distributor of various registered investment companies for which advisory services are provided by AlphaSimplex. NGAM Distribution and AlphaSimplex are affiliated. NGAM Distribution is located at 399 Boylston Street, Boston, MA 02116.

This website and the content therein is for informational purposes only and should not be considered a solicitation, advice, offer or a recommendation for any fund or security in any jurisdiction where such offer, solicitation or recommendation would be unlawful or unauthorized. This website is not directed to any person in any jurisdiction where, by reason of that person’s nationality, residence or otherwise, the publication or availability of this website is prohibited. Persons in respect of whom such prohibitions apply must not access this website. It is your responsibility to be aware of and to observe all applicable laws and regulations of any relevant jurisdiction.

BY ACCESSING THIS SITE, YOU ARE REPRESENTING AND WARRANTING THAT THE APPLICABLE LAWS AND REGULATIONS OF YOUR JURISDICTION ALLOW YOU TO ACCESS THE WEBSITE, AND THAT YOU HAVE UNDERSTOOD AND ACCEPTED THE TERMS, CONDITIONS AND RESTRICTIONS NOTED HEREIN, INCLUDING THE PROVISIONS UNDER THE TERMS OF USE FOR THIS WEBSITE.

 

DISCLAIMER

AlphaSimplex Group, LLC (“AlphaSimplex”) advises alternative investment strategies for financial professionals that are offered as part of the Natixis Funds family of mutual funds.  NGAM Distribution, L.P. (“NGAM Distribution”) is a limited purpose broker-dealer and the distributor of various registered investment companies for which advisory services are provided by AlphaSimplex. NGAM Distribution and AlphaSimplex are affiliated. NGAM Distribution is located at 399 Boylston Street, Boston, MA 02116.

This website and the content therein is for informational purposes only and should not be considered a solicitation, advice, offer or a recommendation for any fund or security in any jurisdiction where such offer, solicitation or recommendation would be unlawful or unauthorized. This website is not directed to any person in any jurisdiction where, by reason of that person’s nationality, residence or otherwise, the publication or availability of this website is prohibited. Persons in respect of whom such prohibitions apply must not access this website. It is your responsibility to be aware of and to observe all applicable laws and regulations of any relevant jurisdiction.

BY ACCESSING THIS SITE, YOU ARE REPRESENTING AND WARRANTING THAT THE APPLICABLE LAWS AND REGULATIONS OF YOUR JURISDICTION ALLOW YOU TO ACCESS THE WEBSITE, AND THAT YOU HAVE UNDERSTOOD AND ACCEPTED THE TERMS, CONDITIONS AND RESTRICTIONS NOTED HEREIN, INCLUDING THE PROVISIONS UNDER THE TERMS OF USE FOR THIS WEBSITE.

 

DISCLAIMER

AlphaSimplex Group, LLC (“AlphaSimplex”) advises alternative investment strategies for financial professionals that are offered as part of the Natixis Funds family of mutual funds.  NGAM Distribution, L.P. (“NGAM Distribution”) is a limited purpose broker-dealer and the distributor of various registered investment companies for which advisory services are provided by AlphaSimplex. NGAM Distribution and AlphaSimplex are affiliated. NGAM Distribution is located at 399 Boylston Street, Boston, MA 02116.

This website and the content therein is for informational purposes only and should not be considered a solicitation, advice, offer or a recommendation for any fund or security in any jurisdiction where such offer, solicitation or recommendation would be unlawful or unauthorized. This website is not directed to any person in any jurisdiction where, by reason of that person’s nationality, residence or otherwise, the publication or availability of this website is prohibited. Persons in respect of whom such prohibitions apply must not access this website. It is your responsibility to be aware of and to observe all applicable laws and regulations of any relevant jurisdiction.

BY ACCESSING THIS SITE, YOU ARE REPRESENTING AND WARRANTING THAT THE APPLICABLE LAWS AND REGULATIONS OF YOUR JURISDICTION ALLOW YOU TO ACCESS THE WEBSITE, AND THAT YOU HAVE UNDERSTOOD AND ACCEPTED THE TERMS, CONDITIONS AND RESTRICTIONS NOTED HEREIN, INCLUDING THE PROVISIONS UNDER THE TERMS OF USE FOR THIS WEBSITE.

 

DISCLAIMER

AlphaSimplex Group, LLC (“AlphaSimplex”) advises alternative investment strategies for financial professionals that are offered as part of the Natixis Funds family of mutual funds.  NGAM Distribution, L.P. (“NGAM Distribution”) is a limited purpose broker-dealer and the distributor of various registered investment companies for which advisory services are provided by AlphaSimplex. NGAM Distribution and AlphaSimplex are affiliated. NGAM Distribution is located at 399 Boylston Street, Boston, MA 02116.

This website and the content therein is for informational purposes only and should not be considered a solicitation, advice, offer or a recommendation for any fund or security in any jurisdiction where such offer, solicitation or recommendation would be unlawful or unauthorized. This website is not directed to any person in any jurisdiction where, by reason of that person’s nationality, residence or otherwise, the publication or availability of this website is prohibited. Persons in respect of whom such prohibitions apply must not access this website. It is your responsibility to be aware of and to observe all applicable laws and regulations of any relevant jurisdiction.

BY ACCESSING THIS SITE, YOU ARE REPRESENTING AND WARRANTING THAT THE APPLICABLE LAWS AND REGULATIONS OF YOUR JURISDICTION ALLOW YOU TO ACCESS THE WEBSITE, AND THAT YOU HAVE UNDERSTOOD AND ACCEPTED THE TERMS, CONDITIONS AND RESTRICTIONS NOTED HEREIN, INCLUDING THE PROVISIONS UNDER THE TERMS OF USE FOR THIS WEBSITE.