Index description

The Index replicates a proprietary long & short quantitative strategy identifying investment opportunities across different sectors in the US equity market and aiming for market neutral exposure. The quantitative strategy will be based on the trading signals from Artquant Global GmbH. Long positions are hedged by selling instruments that in the view of the Index Allocator are expected to decline or are required to restore market neutrality. The strategy uses leverage. In the periods of abnormal volatility, the strategy can reduce leverage and increase the cash position. The strategy may invest in stocks, options, futures and ETFs with focus on US markets as well as cash.
The Index is not designed as an "index" pursuant to Regulation (EU) 2016/2011 of the European Parliament and the Council of 8 June 2016 (the Benchmark Regulation).