Index description

The Index replicates a multi-asset strategy linked to equities, futures, options, options on futures, volatility futures, ETFs and equity indices. The Index Allocator selects members of the Index (each an "Index Component"), through a mixed systematic and process driven discretionary approach. The investment objective is to achieve long-term positive absolute returns in all market contexts (an all-weather strategy) while maximizing the Sharpe ratio under a low average maximum target volatility constraint close to 5%, therefore providing investors a risk profile similar to an investment grade bond portfolio with the performance profile of an equity product. The Index will be rebalanced periodically