INDEX PERFORMANCE

BNP Paribas Momentum Multi Asset 5 Index

The charts and tables below show the levels of the Momentum Multi Asset 5 Index.
The performance shown is hypothetically simulated until January 27th, 2017.

For more information, please consult our INDX related page.

Index Overview & Statistics  – Hypothetical & Historical Exposure as of 

Bloomberg TickerBNPIMOMA Index
Index Calculation AgentBNP Paribas Financial Markets
Index Start DateDecember 31st, 2002
Index Launch DateJanuary 27th, 2017


Index SponsorBNP Paribas
Index TypeExcess Return*
WeightingDaily Rebalancing


Source: Bloomberg, BNP Paribas from December 31st, 2002 to​​​​​​​. All numbers and figures are annualized (except for year-to-date).
*The BNP Paribas Momentum Multi Asset 5 Index is an “Excess Return Index” meaning that the index level reflects the performance of any index components that are ETFs in excess of 3-month USD LIBOR and inclusive of the value that would be derived from the reinvestment of any dividends and distributions by the issuer of any such ETFs and, with respect to components that are linked to futures contracts, the index level will not take into account any money market interest.


Index Performance  – Hypothetical & Historical as of  ​​​​​​​

Source: Bloomberg, BNP Paribas from December 31st, 2002 to. Past performance is not an indicator of future performance. The Momentum Multi Asset 5 Index is based on Hypothetical Past Performance Data (”PPD”) prior to January 27th, 2017. All past performance data levels provided in the graph and table 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.



Yearly Index Returns​   – As of​​​​​​​ 

Source: Bloomberg, BNP Paribas from December 31st, 2002 to​​​​​​​.

COMPOSITION

The chart below shows an overview of the hypothetical historical weightings and historical weightings
of the components of the BNPP Momentum 5 Index.

Hypothetical & Historical Exposure – As of  ​​​​​​​

Index Composition​   – As of  


Source: Bloomberg, BNP Paribas from December 31st, 2002 to​​​​​​​. BNPP Momentum 5 Index shows Hypothetical Past Performance Data (‘PPD’) prior to January 27th, 2017. This hypothetical PPD is the result of calculations made by BNP Paribas at a given moment on the basis of the parameters selected by BNP Paribas, of market conditions at a given moment and of historical data which should not be used as an indicator of future performance, which may be better or worse than prior results. Past performance is not an indicator of future returns. The presentation of hypothetical data reflects the deduction of fees and charges.

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 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 strategy or index for investment.

Selected Risk Consideration related to the Index:

  • 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 are 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.

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 are available upon request.