INDEX PERFORMANCE

BNP PARIBAS MULTI ASSET DIVERSIFIED 5 INDEX

The table and charts below shows a detailed performance analysis of the BNP Paribas Multi Asset Diversified 5 Index.
The Index was launched on January 25th 2016.

For more information, please consult our Indx related page.

INDEX OVERVIEW & STATISTICS

Bloomberg TickerBNPIMAD5 Index
Index Calculation AgentBNP Paribas Financial Markets
Index SponsorBNP Paribas
WeightingDaily rebalancing


Index Start DateDecember 31st 2002
Index Launch DateJanuary 25th 2016
Index FeesAnnual fee of 0.5%, charged on a daily basis
Index TypeExcess Return*


*The BNP Paribas Multi Asset Diversified 5 Index is an "Excess Return Index" because its components are excess return and their returns are derived from changes in price (known as "price return") and profit or loss gained from rolling from one futures contract to another (known as "roll return"). Unlike Total Return Indices, it does not derive returns based on interest earned on cash or other collateral deposited in connection with the purchase of futures contracts (known as "collateral return").​​​​​​​

BNP PARIBAS MULTI ASSET DIVERSIFIED 5 INDEX - As of​​​​​​​

Source: Bloomberg, BNP Paribas from December 31st 2002. All numbers and figures are annualized (except for year-to-date). Past performance is not indicative of future performance.

PERFORMANCE CHART - Hypothetical & Historical. As of​​​​​​​

IndexClosing Level
BNP Paribas Multi Asset Diversified 5 Index
S&P 500® Index


YEARLY INDEX RETURNS - As of

YTD value is not annualized, all other years are annualized.

COMPOSITION

The chart below shows an overview of the hypothetical historical weightings and historical weightings of the
components of the BNP Paribas Multi Asset Diversified 5 Index.

HYPOTHETICAL & HISTORICAL EXPOSURE - As of

INDEX COMPOSITION - As of

Source: BNP Paribas. For illustrative purpose only.

MONTHLY INDEX RETURNS - As of​​​​​​​

Source: Bloomberg, BNP Paribas from December 31st 2002. Past performance is not indicative of future performance. The BNP Paribas Multi Asset Diversified 5 Index is based on hypothetical Past Performance Data (”PPD”) prior to January 25th 2016. All past performance data levels provided in the graphs 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.

RISK WARNINGS FOR HYPOTHETICAL PERFORMANCE DATA

This discussion 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 generic 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 the strategies for investment.

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.
• The presentation of hypothetical past performance reflects the deduction of fees and charges applicable to the strategies.
• 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 are available upon request
• The methodologies underlying the strategy may not be successful — no assurance can be given that the strategy methodologies will achieve their goals.

Selected Risk Considerations related to Index:

• The methodologies do not involve the actual execution of any transaction.
• 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 are subject to change.
• The Index has limited historical information and publicly available information on the Index is limited. Additional information available upon request.
• The Index that incorporates a volatility control mechanism may limit returns.
• The Index rebalancing may result in concentration risk and/or cause the Index to be partially or completely un-invested and earn no return.
• The Index that uses leverage will have increased exposure to the Index components.
• The Index Sponsor of the Index may make certain decisions (such as whether to discontinue the respective Index) that may negatively affect the level of the Index.

Other Key Risks:

• The BNP Paribas Multi Asset Diversified 5 Index involves daily rebalancing that is applied to the Index components by asset type and geographical region. Changes in the value of the Index components may offset each other.
• The BNP Paribas Multi Asset Diversified 5 Index is subject to risks associated with non-U.S. markets.
• The futures contracts underlying the Index components are subject to currency exchange risk. The BNP Paribas Multi Asset Diversified 5 Index contains a currency hedge mechanism that seeks to reduce losses due to currency exchange risk. It can also reduce or eliminate gains from currency exchange risk.
• BNP Paribas is the sponsor of the equity futures indices, bond/treasury futures indices, and commodity indices that underlie the BNP Paribas Multi Asset Diversified 5 Index.
• 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.