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INDEX PERFORMANCE

BNP Paribas Multi-Asset Global Diversified Index

The charts and tables below show the levels of the BNP Paribas Multi-Asset Global Diversified Index.

The performance shown is hypothetically simulated until 25th September 2022.

For more information, please consult our INDX related page.

Index overview & statistics – Hypothetical & Historical exposure

Bloomberg ticker BNPIMCD5 Index
Calculation Agent BNP Paribas Financial Markets SNC (formerly known as BNP Paribas Arbitrage SNC)
Index Sponsor BNP Paribas
Index Type Excess return
Weighting Daily rebalancing
Index Lauch Date 26th September 2022
Global 10Y 5Y 3Y 1Y YTD
Annualized Return
Annualized Volatility
Annualized Return/ Annualized Volatility
Max Drawdown

Source: Bloomberg, BNP Paribas. Performance simulations based on historical data from 31st December 2002 to ,, historical performance thereafter.

Index Performance – Hypothetical & Historical exposure

Source: Bloomberg, BNP Paribas. Performance simulations based on historical data from 31st December 2002 to ., historical performance thereafter

Monthly Index Returns

JAN FEB MAR APRIL MAY JUNE JULY AUG SEP OCT NOV DEC Annual Returns
2024 0.57% 1.77% 2.17% -1.61% 0.74% -0.03% -0.54% -1.03%
2023 2.66% -0.86% 0.84% 0.54% 0.75% 2.55% 0.27% -1.36% -1.25% -1.93% 1.15% 0.76% 4.07%
2022 -1.07% 2.33% 3.40% -1.14% -0.04% -1.27% -0.60% -1.51% -2.23% 1.69% 0.22% -2.79% -3.14%
2021 -0.32% 1.71% -0.46% 1.33% 0.99% 0.21% 1.78% -0.33% -1.66% 0.92% -2.14% 1.12% 3.10%
2020 0.60% -3.35% -3.26% 0.46% -0.07% 1.61% 5.12% 0.81% -0.78% -0.16% 3.84% 1.10% 5.74%
2019 1.32% 1.47% 2.13% 1.26% -1.42% 3.53% 0.58% 1.97% -0.34% 0.86% 0.08% 0.78% 12.81%
2018 1.33% -3.01% -0.37% 0.69% 0.26% 0.04% -0.26% 1.12% 1.33% -3.48% -0.58% -0.67% -3.66%
2017 -0.01% 2.32% -0.52% 0.53% 1.00% -1.07% 1.37% 2.60% -1.11% 3.40% 0.62% 0.69% 10.17%
2016 -0.08% 2.82% 0.52% 0.09% -0.61% 3.56% 1.53% -1.57% 0.14% -1.89% 0.39% 0.60% 5.49%
2015 1.29% 1.61% 1.37% 0.35% 0.00% -1.88% 1.18% -3.34% -0.45% 0.84% 0.18% -1.46% -0.43%
2014 -0.57% 1.55% -0.35% 0.36% 2.81% 1.33% -0.71% 1.98% -0.59% 0.30% 2.77% 1.90% 11.23%
2013 1.00% 1.46% 2.38% 2.74% -1.38% -3.32% 1.05% -0.66% 1.91% 2.06% 1.48% -0.68% 8.15%
2012 1.94% 1.33% 0.32% 0.84% -0.63% 0.14% 1.63% 0.64% 0.62% -0.55% 1.45% 1.41% 9.48%
2011 -0.64% 0.66% -1.22% 2.10% 0.29% -1.40% 3.40% 1.51% -0.67% 0.63% -0.13% 0.53% 5.06%
2010 -0.92% 1.32% 1.50% 1.38% -0.29% 1.27% -0.01% 3.27% 1.07% 0.28% -1.11% -0.18% 7.77%
2009 -1.86% 0.28% 0.45% -0.86% 0.21% -0.08% 2.17% 0.72% 1.34% -0.54% 2.97% -1.13% 3.61%
2008 0.55% 2.44% 0.00% -1.19% -0.56% 0.55% -1.03% -0.57% -0.70% -1.56% 2.47% 1.78% 2.11%
2007 -0.39% 0.43% -0.75% 1.02% 0.00% -0.51% -0.08% 0.70% 2.58% 3.40% -0.47% 0.13% 6.14%
2006 2.73% -0.56% 0.78% 1.38% -1.80% -0.92% 0.13% 0.79% 0.90% 1.20% 1.99% 0.61% 7.39%
2005 0.14% 0.24% 0.22% -1.09% 1.96% 2.02% 0.60% 1.76% 0.65% -1.88% 2.46% 2.22% 9.60%
2004 0.49% 1.98% 0.31% -2.08% -0.51% -0.05% 0.13% 0.31% 2.67% 0.98% 1.11% -0.08% 5.31%
2003 2.44% 2.04% -2.87% 1.17% 6.46% 0.69% -1.03% 0.97% 0.29% 1.65% 0.02% 3.65% 14.67%

Source: Bloomberg, BNP Paribas. Performance simulations based on historical data from 31st December 2002 to ,, historical performance thereafter

COMPOSITION

The charts and tables below show the levels of the BNP Paribas Multi-Asset Global Diversified Index.
The performance shown is hypothetically simulated until 26th September 2022

Hypothetical & Historical Exposure

US Equity Futures Index ER Eurozone Equity Futures Index ER Japan Equity Futures Index ER China A Connect Equity Futures Index ER
USD 10Y Futures Index ER EUR 10Y Futures Index ER JPY 10Y Futures Index ER GOLDMAN SACHS US ENERGY ER
GOLDMAN SACHS US INDUSTRIAL METAL ER S&P GSCI Gold Index Excess Return

Current Exposure

Index Composition as of

1Source: Bloomberg, BNP Paribas. Performance simulations based on historical data from 31st December 2002 to . , historical performance thereafter.

Past performance is not an indicator of future performance. The BNP Paribas Multi-Asset Global Diversified Index is based on hypothetical Past Performance Data (”PPD”) prior to the live date 26th September 2022, actual/historical performance begins after Launch Date. Because the BNP Paribas Multi-Asset Global Diversified Index did not exist prior to the launch date, all retrospective levels provided in the graphs and tables above are simulated and must be considered illustrative only. The presentation of hypothetical data reflects the deduction of fees and charges. 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 BNP Paribas Multi-Asset Global Diversified Index.

RISK WARNINGS FOR HYPOTHETICAL PERFORMANCE DATA

Selected Risk Considerations related to the Hypothetical Performance:

• Future performance may be worse than past and hypothetical historical results. Certain levels are simulated and must be considered hypothetical and illustrative only. Actual performance may bear little relation to the hypothetical historical results.
• 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 of the Index.
• Hypothetical past performance might not reflect all possible market conditions. The Index may perform differently under other market conditions.
• Little information is available publicly about the Index. Additional information regarding the methodology and rules related to the Index is available upon request.

OTHER SELECTED RISKS AND CONSIDERATIONS

The information provided on this website is not and should not be construed to be investment advice or an offer to sell or purchase or solicitation of an offer to sell or purchase any security or other instrument. This document describes strategies that may or may not be suitable or appropriate for particular investors and any investor is urged to consult with its investment, tax, accounting and other advisers prior to investing. Neither BNP Paribas nor any of its affiliates make any recommendation as to the suitability of any of any strategy or index for investment.

• The methodology underlying the Index may not be successful — No assurance can be given that the strategy or objectives of the Index will be achieved.
• Numerous factors (including, but not limited to, changes in: interest rates, investor expectations, economic results, regulations, liquidity) may affect the components of the Index and the performance of the Index.
• The Index involves synthetic execution and may not reflect actual market activity.
• The Index may contain embedded fees, which will reduce performance. 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.
• The methodology and rules related to the Index is subject to change.
• The Index has limited historical information and publicly available information on the Index is limited. Additional information available upon request.
• Volatility control mechanism may limit performance.
• Rebalancing may result in concentration risk and/or be partially or completely uninvested and may not achieve performance.
• The use of leverage will have increased exposure to the index components.

Please also consult the “Risk and Considerations” section of this website. These risk considerations contained on this website may not be exhaustive. Any potential user of the Index should consult with financial and other advisors as it deems appropriate.
The information provided on this website should not be construed as legal, financial, tax, accounting or other advice.
BNP Paribas shall have no liability for any loss arising from or related to any use of the Index.

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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”).
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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.

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