Euronext® Reitsmarket Global Balanced Index


INDEX DESCRIPTION

The Euronext® Reitsmarket Global Balanced NR Index is designed to track listed real estate worldwide through the performance of a portfolio of 40 global real estate securities selected using a multi-factor ranking methodology and risk optimization techniques out of companies engaged in specific aspects of the major real estate developed markets/regions of the world, namely North America, developed Europe and developed Asia Pacific.

The Index uses a multi-factors ranking methodology based on the intrinsic characteristics of the stocks that are part of the same region, namely their respective valuation, fundamental, growth, and momentum characteristics – and retains those securities with optimal combination of characteristics per region. Afterwards, three resulting investable and diversified sub pools are created looking at the respective risk characteristics of the securities incorporated in each regional investable and diversified sub pool.

A final step selects the 40 highest ranking securities worldwide out of the 3 multi-factor sub pools, applying risk filters and simultaneously ensuring 25% of the Index constituents are from developed Europe, 50% from North America and 25% from Asia Pacific.

The Index is expressed in Euro and is not currency hedged.

HISTORICAL PERFORMANCE

 

 

REGIONAL ALLOCATION

 

SECTORAL ALLOCATION
Characteristics
 Bloomberg ticker  ERGBN Index
 Index type  Total Return Net
 Currency  EUR
 Number of constituents  40
 Dividends  Reinvested
 Launch date  05/10/2017
 Rebalancing frequency  Monthly
 Weighting  Equal weighting scheme
 Index administrator  Euronext N.V.
 Index supervisor  Rego Partners

 

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DISCLAIMER

Euronext® Reitsmarket Global Balanced Index is administered by Euronext N.V. and the intellectual property of Rego Partners and its subsidiary Reitsmarket which has contracted Euronext N.V. to administer and calculate the Index. Euronext N.V. will use its best efforts to ensure that the Index is calculated correctly. Irrespective of its obligations towards Rego Partners, Euronext N.V. has no obligation to point out errors in the Index to third parties.

Index returns do not represent actual fund or portfolio returns. A fund or portfolio may differ significantly from the Index. The Index does not reflect any management fees, transaction fees, brokerage expenses, or other expenses that may reduce returns. Index returns may assume that dividends have been excluded. Investors cannot invest directly in the Index.

There are risks associated with investing, including the possible loss of principal.

For more information about the Index and the associated risks, we refer to the Index’ rulesbook.

Sources of all data: Bloomberg & Dow Jones.