Filter by asset
  Reference Asset Term Buffer % Participation August 10 August 11 August 12 August 15 August 16
  SPY 3-Mos -5% to -20% 1x 5.47% 5.44% 5.97% 5.88% 5.82%
  GLD 3-Mos -5% to -15% 1x 7.69% 7.34% 7.67% 7.31% 7.21%
  SPY 6-Mos 0 to -20% 1x 5.24% 5.16% 5.32% 5.23% 5.36%
  SPY 12-Mos 0 to -10% 1x 20.76% 20.58% 20.42% 21.26% 20.22%
  SPY 12-Mos 0 to -15% 1x 15.63% 16.03% 15.77% 15.14% 15.73%
  SPY 12-Mos 0 to -15% 2x 12.96% 13.23% 13.17% 12.63% 13.19%
  SPY 12-Mos 0 to -20% 1x 12.86% 13.15% 13.21% 11.91% 13.21%
  SPY 12-Mos -5% to -30% 1x 14.01% 14.16% 14.28% 15.39% 14.69%
  SPY 12-Mos -5% to -35% 1x 13.05% 13.10% 13.19% 14.68% 13.45%
  EFA 12-Mos 0 to -10% 1x 19.99% 20.05% 19.36% 22.06% 22.56%
  QQQ 12-Mos 0 to -10% 1x 23.86% 23.59% 23.17% 23.25% 23.33%
  SPY 15-Mos 0 to -10% 1x 27.73% 26.35% 26.35% 27.29% 26.75%
  SPY 15-Mos -5% to -30% 1x 17.96% 17.37% 17.61% 18.20% 18.23%
  QQQ 15-Mos 0 to -10% 1x 29.94% 29.58% 29.19% 29.64% 29.31%
  SPY 24-Mos 0 to -10% 1x 54.50% 55.00% 52.81% 48.29% 53.72%
  SPY 24-Mos 0 to -20% 1x 29.28% 30.07% 29.22% 28.35% 29.22%
  SPY 24-Mos -5% to -30% 1x 28.31% 28.78% 27.99% 28.36% 28.67%

This is for information purposes only. It is not an offer to sell a strategy or an investment product. The Caps are estimated using a hypothetical investment strategy of purchasing and writing put and call options on the reference asset to replicate the Buffer Protect Strategy during market conditions on the referenced dates. More specifically, the Caps are estimated using models that estimate implied market measures of volatility, dividends and interest rates from prices of standardized exchange-traded option contracts and use such measures to estimate prices of hypothetical options. The actual Cap of a traded strategy is dependent upon market conditions at the time of the trade and can be significantly different than the estimated Caps. The estimated Caps are not intended to be predictive. The protection intended by the Buffer Protect Strategy is not guaranteed, and it is possible to lose more than the targeted buffer.