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GS Momentum Builder® Multi-Asset 5S  ER Index

The GS Momentum Builder® Multi-Asset 5S ER Index employs a dynamic asset allocation strategy with access to multiple asset classes to help capture momentum while smoothing volatility.

Overview 

This GS Momentum Builder® Multi-Asset 5S ER Index (“GSMBMA5S”):

  • Provides exposure to 14 ETFs whose underlying indices track six asset classes including broad-based equity, fixed income, emerging markets, commodities, inflation, and alternative assets, and a money market position.
  • Seeks to provide exposure to price momentum of the underlying assets selected by Goldman, Sachs & Co. (Index Sponsor) to capture the highest historical return, subject to constraints on maximum weights and volatility management.
  • Helps smooth volatility by employing daily rebalancing process which targets a portfolio volatility level of 5% and reacts quickly when realized volatility exceeds 6%.
  • Is calculated on an excess return basis over the sum of i) a notional cash deposit at 3-month LIBOR, compounded daily and ii) 0.65% per annum (accruing daily), with gross dividends reinvested. 

Index Information

Ticker

GSMBMA5S

Index Sponsor

Goldman, Sachs & Co.

Number of Underliers

max. 15

Volatility Target

5.00%

Daily Volatility Management

6.00%

Index Calculator

Solactive AG

Index Base Date

Jul-31-2015

Inception Date

May-16-2016

To view the Momentum Builder 5S Index Fact Sheet, please see the index sponsor’s site, http://www.solactive.com/complex-indexing/?index=DE000SLA1Y87. This url is provided as a textual reference and which site is not incorporated by reference into this webpage.


Index Composition

Mobu_5S_IndexComposition

Source: Goldman Sachs. Minimum weight to all underlyers and asset classes is 0%. Index composition is subject to change.

The financial instrument is not sponsored, promoted, sold or supported in any other manner by Solactive AG (the "Calculation Agent") or GS nor does the Calculation Agent or GS offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Price at any time or in any other respect. The Index is calculated and published by the Calculation Agent. The Calculation Agent uses its best efforts to ensure that the Index is calculated correctly. The Calculation Agent does not warrant the accuracy or completeness of any information contained herein. Irrespective of its obligations towards the Issuer, the Calculation Agent has no obligation to point out errors in the Index to third parties including but not limited to investors and/or financial intermediaries of the financial instrument. The calculation and publication of the Index by the Calculation Agent for the purpose of use in connection with the financial instrument does not constitute a recommendation by the Calculation Agent to invest capital in said financial instrument nor does it in any way represent an assurance or opinion of the Calculation Agent with regard to any investment in this financial instrument. 

Goldman Sachs does not warrant the accuracy or completeness of any information contained herein and provides no assurance that this information is, in fact, accurate. The information contained herein is subject to change without notice. Any representations, projections and comparisons contained herein may not reflect the opinions of Goldman Sachs and may not be accurate either now or at a future date. Consequently, you should not rely on such representations, projections, comparisons or other opinions when selecting any investment product or making a recommendation to a customer. Current and future economic and other market events concerning an investment product or an index may cause the information provided herein to be incorrect. Past performance is not indicative of future results and should never be relied upon in making an investment decision or recommendation. Any investments or strategies referenced herein do not take into account the investment objectives, financial situation or particular needs of any specific person. Product suitability must be independently determined for each individual investor. Goldman Sachs explicitly disclaims any responsibility for product suitability or suitability determinations related to individual investors. © 2016 Goldman Sachs. All rights reserved.



Any financial product sold prior to maturity may be worth more or less than the original amount invested. Depending upon the specific product offering, investment risks include, but are not limited to, interest rate risk, credit risk, market risk and liquidity risk. The material contained herein is for informational purposes only, designed to illustrate an index created by the Index Sponsor that implies an investment strategy achieved through exposure to particular underlying financial instruments. The information contained herein is for illustrative purposes only and is not meant to forecast, imply, or guarantee the future performance of any particular investment or financial product, which will vary.  An investment cannot be made directly in an index.  An index is an unmanaged statistical composite and index performance does not include payment of any sales charges, expenses or fees an investor would pay to purchase the underlining securities or any financial product that may be linked to the index.  Such costs would lower performance.

Incapital does not warrant the accuracy or completeness of any information contained herein and provides no assurance that this information is, in fact, accurate.  The information contained herein is subject to change without notice.  Any representations, projections and comparisons contained herein may not reflect the opinions of Incapital and may not be accurate either now or at a future date.  Consequently, you should not rely on such representations, projections, comparisons or other opinions when selecting any investment product or making a recommendation to a customer.  Current and future economic and other market events concerning an investment product or an index may cause the information provided herein to be incorrect.  Past performance is not indicative of future results and should never be relied upon in making an investment decision or recommendation.  Any investments or strategies referenced herein do not take into account the investment objectives, financial situation or particular needs of any specific person.  Product suitability must be independently determined for each individual investor.  Incapital explicitly disclaims any responsibility for product suitability or suitability determinations related to individual investors.

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