UBS has brought together two great minds to build a singular strategy.
Roger Ibbotson and Jim Rogers share a legacy of innovation and a common- sense market outlook. Each of these market pioneers has a distinct perspective and unique approach that complements the other.
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Selected risk considerations
- The Index is not guaranteed to succeed at meeting its objectives.
- The Index has exposure to equities, commodities and fixed income markets.
- Financial products linked to the Index will be exposed to the risks of those products.
- Relative strength and trend-following strategies could underperform in a choppy or range bound market.
- The Index relies on risk control methodology, and could underperform indices that do not have a risk control overlay.
- Changes in allocations between equities, commodities and US 10-Year Treasury Futures are based on rolling historical market data.
- The Index is an excess return index and will not earn any cash re-investment return.
- The Index has a limited operating history and may perform in unanticipated ways.
- Backtested performance and backtested allocations of the Index should not be taken as an indication of the future performance of, or future allocations of, the Index.
- Index performance is reduced by a 0.75% per annum index fee.
- Exposure to equities market risk.
- Applying a volatility and popularity filter may cause the index to underperform other indexing strategies.
- Equal weighting of the equity index components may underperform indices that use other weighting methodologies.
- Excess return indices will underperform if 3-month Libor rates experience a significant and consistent increase.
- The NYSE Zebra Edge U.S. Equity Index fully reinvests dividends, but performance is reduced by an annualized ICE 3-month Libor rate.
- The Jim Rogers Global Consumer Commodities Index weights commodities based on global consumption patterns. In certain market environments, a consumption weighted index may underperform indices that utilize other component weighting methodologies.
- The Jim Rogers Global Consumer Commodities Index tracks commodity futures with further dated maturities. This enhanced roll methodology may cause the index to underperform indices or strategies that are composed of commodity futures with shorter-dated maturities.
- Commodity indexes may lose value for the following reasons:
- The effects of weather.
- The impact of government programs and policies.
- National and international political, military, or economic events.
- Increases in interest and exchange rates and other factors that may affect the supply of and demand for global commodities.
- Strategies linked to commodity indices composed of futures contracts, such as the Jim Rogers Global Consumer Commodities Index, may be impacted by the following:
- Storage costs
- Interest rates
- Cost to roll futures
- Subject to interest rate risk.
- May be impacted by cost to roll futures.
- The index is an excess return index and does not include exposure to an interest-bearing cash account.
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