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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