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BNP PARIBAS MULTI ASSET DIVERSIFIED 5 AUD HEDGED INDEX

The charts and tables below show the levels of the BNP Paribas Multi Asset Diversified 5 AUD Hedged Index.

The performance shown is hypothetically simulated until 24 September 2021.

Index overview & statistics

Bloomberg ticker BNPIMD5A
Calculation Agent BNP Paribas Arbitrage SNC
Index Sponsor BNP Paribas
Index Type Excess return(1)
Weighting Daily rebalancing
Index Launch Date 24 September 2021
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 5 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
To export the daily performance data, please use xls export function on INDX main page

To export the daily performance data, please use xls export function on INDX main page

Index returns

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Annual Return Volatility Return/Volatility
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 5 AUD Hedged Index.
The performance shown is hypothetically simulated until 24 September 2021.

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 5 AUD Index is based on Hypothetical Past Performance Data (“HPPD”) prior to 24 September 2021. Because the BNPP MAD 5 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 5 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.

Please click here to see more information regarding the index performance.

Past performance is not an indicator of future performance. The BNPP MAD 5 AUD Index is based on Hypothetical Past Performance Data (“HPPD”) prior to 24 September 2021. Because the BNPP MAD 5 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 5 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.
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Important Information

 

This marketing communication is intended for wholesale clients (in Australia) only and is not intended for retail clients (as both terms are de¬fined by the Corporations Act 2001, sections 761G and 761GA). This website has been prepared for discussion purposes only and does not constitute an offer or a solicitation to engage in any trading strategy or the purchase or sale of any financial instrument.

The BNP Paribas Multi Asset Diversified 5 AUD Hedged Index (the “BNPP MAD 5 AUD Index”) is the exclusive property of BNP Paribas or one of its affiliates (BNP Paribas and its affiliates are hereinafter called “BNPP”) and is determined, composed and calculated by BNPP. “BNP”, “BNPP”, “BNP Paribas”, “BNP Paribas Multi Asset Diversified 5 AUD Hedged”, and “BNPP MAD 5 AUD Index” (collectively, the “BNPP Marks”) are trademarks or service marks of BNPP.

In calculating the performance of the BNPP MAD 5 AUD Index, BNPP deducts an annual fee of 0.50% per annum, calculated on a daily basis which reduces the performance of the index in the same way as a cost. In addition, the BNPP MAD 5 AUD Index methodology embeds certain costs which cover among other things, rebalancing and replication costs. Such costs (if any) may vary over time with market conditions.

BNPP may license the BNPP MAD 5 AUD Index to one or more companies (each, a “Company”) for use in a product offered or issued by the Company. The products are not, in whole or in part, sponsored, structured, priced, endorsed, offered, sold, issued or promoted by BNPP or any of its affiliates, or any third party licensor of information to BNPP. BNPP reserves the right to amend or adjust the BNPP MAD 5 AUD Index methodology from time to time and accepts no liability for any such amendment or adjustment. BNPP is not under any obligation to continue the calculation,
publication or dissemination of the BNPP MAD 5 AUD Index and accepts no liability for any suspension or interruption in the calculation thereof. Neither BNPP nor any of its affiliates accepts any liability in connection with the publication or use of the level of the BNPP MAD 5 AUD Index at any given time.

BNPP may enter into derivative transactions or issue financial instruments (the “Index Products”) linked to the BNPP MAD 5 AUD Index. The BNPP MAD 5 AUD Index Products are not in any way sponsored, endorsed, sold or promoted by the sponsor of any index component (or part thereof) which may comprise the BNPP MAD 5 AUD Index (the “Underlying Index”) that is not affiliated with BNPP (each such sponsor, an “Underlying Index Sponsor”). The Underlying Index Sponsors make no representation whatsoever, whether express or implied, either as to the results to be obtained from the use of the relevant Underlying Index and/or the levels at which the relevant Underlying Index stands at any particular time on any particular date or otherwise. No Underlying Index Sponsor shall be liable (whether in negligence or otherwise) to any person for any error in the relevant Underlying Index and the relevant Underlying Index Sponsor is under no obligation to advise any person of any error therein. None of the Underlying Index Sponsors makes any representation whatsoever, whether express or implied, as to the advisability of purchasing or investing in, or assuming any risk in connection with, the BNPP MAD 5 AUD Index Products. BNPP shall have no liability to any party for any act or failure to act by any Underlying Index Sponsor in connection with the calculation, adjustment or maintenance of the relevant Underlying Index and have no affiliation with or control over any Underlying Index or the relevant Underlying Index Sponsor or the computation, composition or dissemination of any Underlying Index. Although BNPP will obtain information concerning each Underlying Index from publicly available sources that it believes reliable, it will not independently verify this information. Accordingly, no representation, warranty or undertaking (express or implied) is made and no responsibility is accepted by BNPP as to the accuracy, completeness and timeliness of information concerning any Underlying Index.

BNPP may act in a number of different capacities in relation to the BNPP MAD 5 AUD Index and/or products linked to the BNPP MAD 5 AUD Index, which may include, but not be limited to, acting as hedging counterparty, index sponsor and/or index calculation agent.

© BNP Paribas. All rights reserved.

 

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