Multi-asset innovation

Backtested and historical performance

Range:

Cumulative

Return (p.a.)

4.38%

Volatility

5.36%

Return/Volatility

0.82

Drawdown

-13.92%

Sortino Ratio

1.08

Calmar Ratio

0.31

Downloads

The term "backtested performance" and "Cumulative" (Cumul) refers to simulated performance data provided as an illustration of how the Index would have performed during the relevant period had the Index administrator been calculating the Index using the current Index methodology. Such simulated performance data has inherent limitations, as the simulated data is produced by the retroactive application of a backtested methodology.

Annualized returns are period returns re-scaled to a period of 1 year. This allows investors to compare returns of different assets that they have owned for different lengths of time.

Simulated performance data is based on criteria applied retroactively with the benefit of hindsight and knowledge of factors that may have positively affected its performance, and may reflect a bias toward strategies that have performed well in the past. This data does not reflect actual performance, nor was a contemporaneous investment model run of the Index. No future performance of the Index can be predicted based on the simulated performance described herein. Index performance is net of a 0.75% per annum Index fee. The UBS Market Pioneers Index went live on November 11, 2016. All Index data prior to that date is based on backtested performance.

Source: Solactive, UBS, S&P Dow Jones and Bloomberg.

Backtested and historical allocations

Range:

See individual asset class weights by unselecting labels of the other asset classes above. Note: Weights shown above are stacked and are after applying signals and leverage.

The term "backtested performance" refers to simulated performance data provided as an illustration of how the Index would have performed during the relevant period had the Index administrator been calculating the Index using the current Index methodology. Such simulated performance data has inherent limitations, as the simulated data is produced by the retroactive application of a backtested methodology.

Simulated performance data is based on criteria applied retroactively with the benefit of hindsight and knowledge of factors that may have positively affected its performance, and may reflect a bias toward strategies that have performed well in the past. This data does not reflect actual performance, nor was a contemporaneous investment model run of the Index. No future performance of the Index can be predicted based on the simulated performance described herein. Index performance is net of a 0.75% per annum Index fee. The UBS Market Pioneers Index went live on November 11, 2016. All Index data prior to that date is based on backtested performance.

Source: Solactive

Backtested and historical monthly performance

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Total

2001

-0.29%

-1.08%

-0.37%

0.67%

-2.13%

0.22%

-0.51%

-4.14%

0.63%

-0.46%

0.42%

-6.91%

2002

-0.26%

0.48%

0.06%

0.48%

0.54%

-0.35%

0.15%

1.90%

1.15%

0.23%

-0.04%

2.85%

7.40%

2003

3.16%

1.54%

-2.46%

0.62%

3.86%

-0.66%

-1.06%

1.87%

0.67%

4.13%

0.10%

2.58%

15.08%

2004

1.88%

2.54%

0.19%

-1.22%

0.59%

-0.06%

0.47%

1.56%

1.52%

0.24%

-0.05%

-0.54%

7.31%

2005

0.20%

5.35%

1.88%

-0.67%

1.05%

1.58%

0.55%

1.25%

-0.14%

-1.15%

0.96%

3.45%

15.07%

2006

2.86%

-1.57%

0.85%

3.66%

0.06%

0.33%

0.84%

-0.34%

-0.80%

1.60%

1.77%

-1.49%

7.90%

2007

-1.26%

1.74%

0.14%

1.82%

1.18%

-1.00%

-1.58%

1.05%

1.19%

2.72%

1.10%

0.92%

8.19%

2008

1.85%

3.02%

-0.03%

-1.13%

1.03%

1.72%

-2.12%

-0.46%

-2.42%

-3.21%

3.88%

1.98%

3.89%

2009

-1.78%

-1.41%

2.21%

-0.33%

0.51%

0.40%

1.67%

1.11%

0.81%

1.40%

2.33%

-1.53%

5.40%

2010

-0.98%

1.07%

0.68%

1.81%

-0.94%

1.11%

2.61%

0.75%

3.65%

2.44%

-0.30%

-0.16%

12.26%

2011

1.94%

1.67%

-1.37%

2.13%

-1.41%

-0.94%

3.24%

0.28%

-3.08%

0.73%

0.28%

0.72%

4.08%

2012

2.06%

2.02%

0.60%

0.30%

-0.79%

1.22%

1.66%

0.32%

1.72%

-0.94%

0.14%

-0.37%

8.17%

2013

2.39%

0.17%

1.56%

0.68%

-2.35%

-0.84%

0.43%

-2.26%

1.27%

1.72%

0.38%

0.31%

3.38%

2014

-1.43%

1.63%

1.08%

0.45%

1.26%

1.65%

-3.01%

1.12%

-3.28%

0.65%

0.91%

-2.10%

-1.25%

2015

0.27%

0.64%

-0.66%

-0.69%

0.34%

-0.36%

-0.07%

-3.79%

0.50%

1.06%

-2.11%

-0.63%

-5.47%

2016

0.01%

0.76%

2.14%

0.68%

0.51%

-0.25%

-0.02%

-1.36%

-0.55%

-0.98%

0.61%

0.40%

1.93%

2017

1.27%

1.25%

-1.41%

1.59%

0.53%

0.17%

1.43%

-0.43%

0.52%

3.49%

3.40%

0.23%

12.60%

2018

2.61%

-2.94%

-1.69%

0.40%

1.25%

-2.04%

-0.59%

0.81%

0.18%

-2.31%

0.42%

-1.88%

-5.78%

2019

1.25%

2.28%

1.60%

1.17%

-1.76%

2.35%

0.21%

-0.47%

-0.16%

-0.34%

0.69%

1.25%

8.28%

2020

-0.46%

1.35%

0.00%

-2.05%

1.43%

0.04%

2.47%

2.61%

-1.19%

-2.45%

2.49%

1.80%

6.03%

2021

0.67%

2.19%

0.00%

2.66%

1.41%

0.48%

1.59%

-0.32%

-0.82%

1.73%

-1.46%

1.05%

9.48%

2022

-0.83%

-0.00%

1.26%

0.42%

0.03%

-2.47%

0.09%

-2.19%

-2.33%

0.66%

1.53%

-0.25%

-4.10%

2023

0.70%

-2.70%

-0.41%

0.17%

-3.26%

1.69%

0.87%

-1.92%

-2.12%

-1.22%

0.61%

0.90%

-6.62%

2024

-0.28%

0.34%

2.39%

-2.19%

0.20%

The term "backtested performance" refers to simulated performance data provided as an illustration of how the Index would have performed during the relevant period had the Index administrator been calculating the Index using the current Index methodology. Such simulated performance data has inherent limitations, as the simulated data is produced by the retroactive application of a backtested methodology.

Simulated performance data is based on criteria applied retroactively with the benefit of hindsight and knowledge of factors that may have positively affected its performance, and may reflect a bias toward strategies that have performed well
in the past. This data does not reflect actual performance, nor was a contemporaneous investment model run of the Index. No future performance of the Index can be predicted based on the simulated performance described herein. Index performance is net of a 0.75% per annum Index fee. The UBS Market Pioneers Index went live on November 11, 2016. All Index data prior to that date is based on backtested performance.

Source: Solactive

Selected risk considerations