The FTSE Decrement Index Series measures the performance of the underlying index after taking into account expected transaction costs. The cost can be applied either as a number of fixed points to the underlying index value or as a fixed percentage to the underlying index returns.
The index series includes:
- Russell 2000 2% Decrement Index
- FTSE 100 Equally Weighted 4% Fixed Dividend Act-360 Net Tax Index
- FTSE 100 Equally Weighted 5% Fixed Dividend Act-360 Net Tax Index
- FTSE 100 4% Fixed Dividend Act-360 Net Tax Index
- FTSE Custom 150 Equally Weighted Discounted Return Index Series
- FTSE 100 Risk Control 45 Point Decrement Index
- FTSE 100 EW Risk Control 45 Point Decrement Index
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