Akros U.S. Large Cap 500 Protective Allocation Monthly Index

The Akros U.S. Large Cap 500 Protective Allocation Monthly Index provides exposure to the 500 largest U.S. companies while implementing a systematic downside protection mechanism. The index dynamically adjusts its allocation between the underlying equity exposure and risk-free assets based on market conditions. At the end of each month, a new reference price is established, creating a protective floor for the subsequent period. This methodology allows investors to participate in market upside while systematically limiting losses during market declines through a rules-based, quantitative approach to portfolio insurance.