Euronext® Reitsmarket Global Balanced Risk Control Index

INDEX DESCRIPTION

The Euronext® Reitsmarket Global Balanced RC 10 index is an index which is composed of a risky asset and a non-risky asset, where the risky asset is the Euronext® Reitsmarket Global Balanced Index and the non-risky asset is represented by 3 months EURIBOR (T-1). The index decreases the allocation to the
underlying index and increases exposure to the non-risky asset, as the volatility of the underlying index increases, and vice versa. The index aims to maintain an annualized volatility of less than 10% and is rebalanced on a daily basis based on the historical volatility of the underlying index.

The Euronext® Reitsmarket Global Balanced RC 12 Index is an index which is composed of a risky asset and a non-risky asset, where the risky asset is the Euronext® Reitsmarket Global Balanced Index and the non-risky asset is represented by 3 months EURIBOR (T-1). The index decreases the allocation to the
underlying index and increases exposure to the non-risky asset, as the volatility of the underlying index increases, and vice versa. The index aims to maintain an annualized volatility of less than 12% and is rebalanced on a daily basis based on the historical volatility of the underlying index

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

Characteristics

Bloomberg ticker	GB10C / GB12C Index
Index type	Total Return Net
Currency	EUR
Number of constituents	40
Dividends	Reinvested
Launch date	26/01/2018
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 Risk Control Indices are administered by Euronext N.V. and are 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.