The document provides performance statistics for the McMillan Asset Management Volatility Capture strategy compared to major indexes from 2011 to 2015. The Volatility Capture strategy achieved higher cumulative and annualized returns than the S&P 500, Barclays Aggregate, and CBOE Buy-Write Index with lower volatility. It had a higher Sharpe ratio, captured less downside, and outperformed in down markets compared to the indexes. The strategy aims to provide consistent, low volatility returns uncorrelated to traditional markets through an options-based approach to capturing equity premium.