The charts and tables below show the levels of the BNP Paribas Multi Asset Diversified 10 AUD Hedged Index.
The performance shown is hypothetically simulated until 23 February 2023.
Index overview & statistics
| Bloomberg ticker | BNPID10A |
| Calculation Agent | BNP Paribas Arbitrage SNC |
| Index Sponsor | BNP Paribas |
| Index Type | Excess return(1) |
| Weighting | Daily rebalancing |
| Index Launch Date | 23 February 2023 |
| Global | YTD | Last 1 Year | Last 3 Years | Last 5 Years | Last 10 Years | |
| Return | ||||||
| Volatility | ||||||
| Sharpe Ratio | – |
Source: Bloomberg, BNP Paribas from 31st December 2002 to .. All numbers and figures are annualized.
(1) The BNPP MAD 10 AUD Index is an “Excess Return Index”, as its components are rolling futures indices. See the Risks & Considerations page for additional Index disclosures.
Index performance – Hypothetical & Historical
Source: Bloomberg, BNP Paribas from 31st December 2002 to .. All numbers and figures are annualized.
Hypothetical Past Performance
Index returns
| JAN | FEB | MAR | APRIL | MAY | JUNE | JULY | AUG | SEP | OCT | NOV | DEC | Annual Return | Volatility | Return/Volatility | |
| 2003 | 4.57% | 3.29% | -3.66% | 1.70% | 12.14% | -2.58% | -3.88% | 1.80% | 0.89% | -0.00% | 0.64% | 6.08% | 21.85% | 10.54% | 2.07% |
| 2004 | 0.20% | 2.79% | 1.32% | -4.95% | -1.63% | 0.00% | -0.40% | 0.68% | 4.00% | 3.02% | 1.74% | 1.11% | 7.83% | 9.67% | 0.81% |
| 2005 | 0.17% | -0.60% | 0.30% | -2.09% | 4.56% | 3.41% | 0.25% | 4.40% | 2.51% | -3.76% | 4.93% | 4.15% | 19.29% | 9.47% | 2.04% |
| 2006 | 2.55% | -2.39% | 1.77% | 3.43% | -3.54% | -2.20% | 1.15% | 1.25% | 0.59% | 1.02% | 1.48% | -0.99% | 3.94% | 9.23% | 0.43% |
| 2007 | -0-03% | 1.20% | -1.36% | 1.66% | -0.24% | -2.59% | -4.02% | 1.11% | 2.43% | 3.42% | -0.04% | 0.55% | 1.88% | 10.17% | 0.19% |
| 2008 | 4.14% | 4.62% | -0.24% | -3.49% | -1.60% | 2.09% | -2.80% | -1.60% | -1.40% | -0.62% | 5.11% | 3.49% | 7.43% | 9.91% | 0.75% |
| 2009 | -3.69% | 0.68% | 0.53% | -1.96% | -0.36% | -0.69% | 3.73% | 2.12% | 2.84% | -2.04% | 5.94% | -1.96% | 4.81% | 8.82% | 0.54% |
| 2010 | -1.41% | 2.24% | 2.26% | 3.17% | 0.49% | 2.95% | -0.38% | 6.97% | 1.61% | 0.49% | -2.17% | -0.15% | 16.94% | 9.25% | 1.83% |
| 2011 | -1.51% | 1.42% | -2.85% | 4.86% | 0.80% | -2.53% | 6.92% | 3.40% | -1.77% | 1.05% | -1.50% | 0.65% | 8.77% | 9.15% | 0.96% |
| 2012 | 4.57% | 2.49% | 0.72% | 1.38% | -0.85% | -0.38% | 3.13% | 1.26% | 1.14% | -1.14% | 3.49% | 3.06% | 20.37% | 8.35% | 2,44% |
| 2013 | 2.11% | 3.81% | 5.32% | 5.53% | -2.74% | -6.49% | 2.29% | -2.21% | 5.61% | 4.44% | 2.97% | -1.30% | 20.12% | 10.12% | 1.99% |
| 2014 | -0.80% | 3.06% | -0.53% | 1.18% | 5.41% | 2.94% | -1.90% | 4.14% | 0.72% | 0.46% | 3.76% | 0.42% | 20.25% | 8.98% | 2.26% |
| 2015 | 3.23% | 3.09% | 2.33% | -0.84% | 0.43% | -3.35% | 3.22% | -6.81% | -0.83% | 2.31% | 0.85% | -3.29% | -0.23% | 10.25% | - |
| 2016 | 0.09% | 6.03% | 0.88% | 0.53% | -1.18% | 7.83% | 2.41% | -3.16% | 0.24% | -3.64% | -1.91% | 3.55% | 11.58% | 9.22% | 1.26% |
| 2017 | -1.42% | 4.64% | -1.11% | 1.78% | 1.75% | -2.89% | 0.91% | 2.70% | -0.85% | 5.37% | 1.24% | 0.42% | 12.93% | 8.60% | 1.50% |
| 2018 | 2.44% | -5.76% | -0.72% | 1.07% | -0.01% | -0.36% | -1.77% | 1.15% | 0.42% | -6.04% | 1.24% | 1.46% | -7.06% | 10.03% | - |
| 2019 | 3.16% | 0.40% | 3.66% | 2.71% | -2.82% | 9.61% | 1.24% | 3.69% | -0.86% | 2.13% | 0.41% | 1.38% | 27.08% | 9.34% | 2.90% |
| 2020 | 3.00% | -6.29% | -5.47% | 1.05% | 0.33% | 1.06% | 5.19% | 1.23% | -1.48% | -1.56% | 6.73% | 1.87% | 4.97% | 11.50% | 0.43% |
| 2021 | -1.89% | 2.22% | 0.55% | 2.27% | 1.80% | 1.50% | 4.24% | -0.29% | -2.61% | 0.97% | -3.20% | 1.56% | 7.08% | 9.37% | 0.76% |
| 2022 | -4.23% | 1.76% | 5.21% | -2.54% | -0.64% | -4.58% | 0.83% | -1.51% | -4.67% | 2.05% | 2.12% | -5.63% | -11.78% | 9.71% | - |
| 2023 | 4.51% | -1.24% | 1.65% | 1.12% | 1.06% | 4.55% | 0.44% | -2.87% | -3.81% | -2.53% | 4.43% | 1.23% | 8.40% | 9.02% | 0.93% |
| 2024 | 1.07% |
Source: Bloomberg, BNP Paribas from 31 December 2002 to ..
COMPOSITION
The charts and tables below show the levels of the BNP Paribas Multi Asset Diversified 10 AUD Hedged Index.
The performance shown is hypothetically simulated until 23 February 2023.
Hypothetical & historical exposure as of .
| S&P GSCI Gold Index Excess Return | BNPP US Equity Futures Index | BNPP Japan Equity Futures Index | BNPP Eurozone Equity Futures Index |
| BBG Commodity ex-Agriculture and Livestock Capped Index | BNPP USD 10Y Futures Index | BNPP JPY 10Y Futures Index | BNPP EUR 10Y Futures Index |
Index Composition as of
Past performance is not an indicator of future performance. The BNPP MAD 10 AUD Index is based on Hypothetical Past Performance Data (“HPPD”) prior to 23 February 2023. Because the BNPP MAD 10 AUD Index did not exist prior to this date, all retrospective levels and compositions provided in the graph and table above are simulated and must be considered illustrative only. The presentation of hypothetical data reflects the deduction of fees and charges. Fees are determined based on certain assumptions and may not reflect actual market activity. The amount of fees deducted may vary under different market conditions. These simulations are the result of estimates made by BNP Paribas at a given moment on the basis of the parameters selected by BNP Paribas, certain assumptions that may or may not hold in future periods, of market conditions at this given moment and of historical data, which should not be used as guidance, in any way, of the future results of the BNPP MAD 10 AUD Index.
Risk warnings for hypothetical performance data
- Future performance of the Index may be worse than hypothetical historical results. All levels are simulated and must be considered hypothetical and illustrative only. The actual performance of the Index may bear little relation to the hypothetical historical results.
- BNP Paribas makes no recommendation as to the suitability of the Index for investment. You should reach a decision after careful consideration with your advisors.
- Future performance of the Index may be worse than past and hypothetical historical results.
- The methodology underlying the Index may not be successful — No assurance can be given that the Index methodology will achieve its goals.
- Numerous factors (changes in: interest rates, investor expectations, economic results, regulation, liquidity, etc.) may affect the price of the components of the Index.
- Hypothetical past performance is based on criteria applied retroactively with the benefit of hindsight and knowledge of factors that may have positively affected its performance, and cannot account for all financial risk that may affect the actual performance.
- The Index has limited historical information and publicly available information on the Index is limited.
- The presentation of hypothetical historical performance reflects the deduction of fees and charges applicable to the Index.
