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Why we gave this rating

Platinum indices are determined to be of the highest all-round quality, scoring highly in categories judged to be critical by The Index Standard. This index uses a now common approach to construct a multi-asset basket and it is well implemented. The basket weights are determined by using mean variance optimization (MVO). The MVO process examines all eligible portfolios to find the best portfolio weights that maximize the expected return, subject to the 5% target volatility level and other constraints. It has been very effective. The index then uses momentum to remove some components and adds a standard volatility control overlay.

BNP MAD5 Index

Inception Date: 25 Jan 2016


BNP Paribas


50 bps

  • Ticker


  • Index Type

    Excess Return

  • Index Bloomberg Ticker

    BNPIMAD5 Index

  • Style Information


  • Weighting Scheme

    Volatility Control

  • Asset Class

    Multi Asset/Rates

  • Replication Process


  • Underlying Region


  • Region Distributed

    United States

The information pertains exclusively to the index described. It does not address the historical performance or forecast or a product or products that use the index and it does not consider any floors, caps, participation rates or fees.



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