The Lyxor AM-GARI Index is designed to capture the performance of a leveraged basket of European shares advised by Lyxor Asset Management net of a synthetic dividend.
The composition of the Index may be reviewed on a monthly basis by the Index Advisor (i.e. Lyxor AM). The Index Advisor selects liquid European equities based on a combination of scores such as growth, valuation and sustainability indicators; and each equity allocation is determined following a risk budgeting methodology. The objective of such methodology is to obtain a diversified and risk balanced portfolio.
The Lyxor AM-GARI Index (the “Index”) is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to maintain and calculate the Index. S&P® is a registered trademarks of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Index.