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Performance & Benchmarks·Feb 1, 2017 ·CA Research Team

Six Months of SMLC

Six months ago, the CBOE in partnership with Social Market Analytics launched the first in a family of indexes derived from Social Market Analytics S-Factors.  Below is SMLC performance relative to the SPX.  For the first six months SMLC has generated 12.62% and the SPX has returned 4.64%.  In January, we launched SMLCW and it has outperformed as well.  We will be launching additional indexes this year with monthly and quarterly re-balances as well as indexes utilizing CBOE options contracts.  Please contact info@contextanalytics-ai.com for more information.

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