BNP Paribas Multi Asset Diversified 5 Index

Bloomberg Ticker
Asset Classes
Multi Asset
Live Date
Jan 25, 2016
Volatility Target


The BNP Paribas Multi Asset Diversified 5 Index seeks to measure the performance of a diverse range of asset classes across several geographic regions. The index dynamically rebalances its weighting to these daily, based on momentum investing principles and subject to a certain level of volatility. In addition, the index includes a risk control mechanism which seeks to further reduce volatility and exposure to large drawdowns.

Key Features

  • Covers geographic diversity representing three zones: the United States, Europe and Japan
  • Offers eight underlying components — three equity futures indices, three bond futures indices and two commodity indices
  • Seeks to identify an allocation to the components
  • Uses a 5% risk control mechanism to reduce the impact of short-term volatile markets 


Index Level: -
Year-to-Date -
One Month -
1 Year -
2 Year (annualized) -
5 Year (annualized) -
10 Year (annualized) -

† Data sources listed below

Time Period
Market Scenario


Annualized: -