The SGI Price Momentum Europe Index began publishing on July 6th, 2015. Therefore, all data for the Index for the period prior to July 6th, 2015 represent Bloomberg application of the Index methodology in order to reconstruct hypothetical historical data for the period prior to July 6th, 2015 consistent with the Index methodology. Results prior to July 6th, 2015 may have been different had the Index actually been in existence. The SGI Price Momentum Europe Index (the “Index”) is the property of SG, which has contracted with Bloomberg to maintain and calculate the Index. Bloomberg does not guarantee the timeliness, accurateness, or completeness of any data or information relating to the SGI Cross Asset Dual Momentum Strategy Index. Bloomberg makes no warranty, express or implied, as to the SGI Cross Asset Dual Momentum Strategy Index or any data or values relating thereto or results to be obtained therefrom, and expressly disclaims all warranties of merchantability and fitness for a particular purpose with respect thereto. To the maximum extent allowed by law, Bloomberg, its licensors, and its and their respective employees, contractors, agents, suppliers, and vendors shall have no liability or responsibility whatsoever for any injury or damages—whether direct, indirect, consequential, incidental, punitive, or otherwise—arising in connection with the SGI Cross Asset Dual Momentum Strategy Index or any data or values relating thereto—whether arising from their negligence or otherwise