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introducing

THE BNP PARIBAS MULTI-ASSET GLOBAL DIVERSIFIED INDEX

The BNP Paribas Multi-Asset Global Diversified Index (“the Index”) is a rules-based Index sponsored by BNP Paribas that provides exposure to a diverse range of asset classes and geographic regions, aiming to offer high returns with low volatility.

The Index is exposed to government bond futures and equity futures in Europe, the United States, China and Japan, as well as global commodities and commodity futures. It features a daily and dynamic asset allocation system, which dynamically rebalances the weightings of its components on a daily basis, as well as a daily volatility control mechanism, which targets an annualised realised volatility of 5%, also on a daily basis.

For a list of selected risks and considerations with the BNP Paribas Multi-Asset Global Diversified Index , please click here.

Click on the video below to learn more about the BNP Paribas Multi-Asset Global Diversified Index

HIGHER RETURNS & LOWER VOLATILITY DUE TO

Selected based on the following principles:

The Index dynamically rebalances the weightings of the components according to a proprietary rule-based methodology using trend following.

This process follows three steps:

Universe creation

The allocation process begins by creating a universe of potential portfolios where the components are differently weighted across the board and under weight constraints.

Universe creation

The allocation process begins by creating a universe of potential portfolios where the components are differently weighted across the board and under weight constraints.

Universe creation

The allocation process begins by creating a universe of potential portfolios where the components are differently weighted across the board and under weight constraints.

On a daily basis, the Index targets a Realised Volatility of around 5%, through a volatility control mechanism implemented during the Portfolio Construction..

If the Realised Volatility exceeds the Target Volatility of 5%, the weight of each Index Component is reduced proportionately.
If the Realised Volatility is below the Target Volatility, the weight of each Index Component is increased proportionately

DOWNLOAD MATERIAL

BROCHURE

A complete and illustrative overview of the Index mechanisms and performance

PRODUCT CARD

A succinct overview of the Index and its performance

ABOUT BNP PARIBAS GLOBAL MARKETS

Click here to learn more about the Index sponsor

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Terms of Use

 

The methodology of and rules governing the index (the “Index Methodology” and the “Index”) are proprietary. None of the sponsor of the Index (the “Index Sponsor”), the index calculation agent (where such party is not also the Index Sponsor, the “Index Calculation Agent”) nor, where applicable, the index Investment Advisor (the “Index Investment Advisor”) guarantee that there will be no errors or omissions in computing or disseminating the Index.
The Index Methodology is based on certain assumptions, certain pricing models and calculation methods adopted by the Index Sponsor, the Index Calculation Agent and, where applicable, the Index Investment Advisor, and may have certain inherent limitations. Information prepared on the basis of different models, calculation methods or assumptions may yield different results. You have no authority to use or reproduce the Index Methodology in any way, and BNP Paribas (together with its affiliates, hereinafter “BNP Paribas”) shall be liable for any loss whatsoever, whether arising directly or indirectly from the use of the Index or Index Methodology or otherwise in connection therewith.
The Index Sponsor reserves the right to amend or adjust the Index Methodology from time to time in accordance with the rules governing the Index and accepts no liability for any such amendment or adjustment. Neither the Index Sponsor nor the Index Calculation Agent are under any obligation to continue the calculation, publication or dissemination of the Index and accept no liability for any suspension or interruption in the calculation thereof which is made in accordance with the rules governing the Index. None of the Index Sponsor, the Index Calculation Agent nor, where applicable, the Index Investment Advisor accept any liability in connection with the publication or use of the level of the Index at any given time.
The Index Methodology embeds certain costs in the strategy which cover amongst other things, friction, replication and repo costs in running the Index. The levels of such costs (if any) may vary over time in accordance with market conditions as determined by the Index Sponsor acting in a commercially reasonable manner.
BNP Paribas may act in a number of different capacities in relation to the Index and/or products linked to the Index, which may include, but not be limited to, acting as market-maker, hedging counterparty, issuer of components of the Index, Index Sponsor and/or Index Calculation Agent. Such activities could result in potential conflicts of interest that could influence the price or value of a product.

By accessing or otherwise using the content available on these pages (such content, including the Index, the analytics and the information on such pages, collectively, the “Content” or the “Site”), you agree to be bound by and abide by the terms of use governing use of this web site and the Terms of Use (collectively, the “Terms of Use”).
The Content is intended for professional clients and eligible counterparties (as defined by the European Union Markets in Financial Instruments Directive (“MiFID”)) only. By clicking “ACCEPT” below you confirm you are a professional client or eligible counterparty under MiFID, and that each access to and use of any Content by you indicates your continued acceptance of the Terms of Use, and your acknowledgement of all relevant disclaimers (as displayed on the Site). If you are not a professional client or an eligible counterparty under MiFID, or do not accept the Terms of Use, you should click the “DISAGREE” button and you will not have access to the Content.
The information provided herein was prepared for information purposes only by BNP Paribas. The Content is indicative and should not be construed as an offer to buy or sell or a solicitation of offers to buy or sell any financial instrument. The Content is not intended to predict actual results, which may differ substantially from those reflected.

© BNP Paribas. All rights reserved.

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