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VelocityShares Tail Risk Hedged Large Cap Index (TRSKID)

The VelocityShares Tail Risk Hedged Large Cap Index is designed to replicate a portfolio consisting of the following:

(1) a large cap equity exposure, and
(2) a VIX®-based volatility exposure designed to hedge equity tail risk.

The index is designed to be investible – an investor holding all of the reference securities at the same weights and adjusted daily should realize returns similar to that of the index. The reference securities are US listed exchange traded products (ETPs). The reference securities underlying the equity component of the indices represent the large capitalization equity market, and the reference securities underlying the volatility strategy are daily-resetting leveraged long and inverse ETPs.

Janus Index & Calculation Services LLC  | 19 Old Kings Highway S | Darien, CT 06820 | 877-5 VELOCITY (877-583-5624) | Contact Us

Janus Index & Calculation Services LLC (“JICS”), a member of Janus Capital Group, is dedicated to providing the market with sophisticated, transparent, and investible indices. The indices meet the rigorous standards required to be the basis for exchange traded products.

This site is for informational purposes only. Neither JICS, nor any other party makes any representation or warranty, express or implied, to the owners of any securities which may be linked, or which may be valued with reference to, any Janus Index or VelocityShares ® index, or members of the public regarding the advisability of investing in such securities generally or the similarities or variations between the performance of the index and the performance of such underlying securities. Nothing herein constitutes a solicitation, offer or recommendation by JICS or its affiliates to buy or sell securities.

Janus International Holding LLC is the licensor of certain trademarks, service marks and trade names. Neither Janus Index and Calculation Services (“JICS”) nor any other party guarantees the accuracy and/or the completeness of the indices or any date included therein. JICS disclaims all warranties of merchantability or fitness for any particular purpose with respect to the indices or any data included therein.

VIX® is a registered trademark of the Chicago Board Options Exchange, Incorporated (“CBOE”). The VIX index methodology is the property of CBOE.

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