Performance and exposure

Backtested and live performance*

Range:

Cumulative

Return (p.a.)

8.97%

Volatility

6.53%

Return/Volatility

1.37

Drawdown

-12.89%

Sortino Ratio

1.90

Calmar Ratio

0.70

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*All UBS-IBAL Index performance data or data derived from such performance data, including data above and elsewhere in this material, prior to March 20, 2023, is based on hypothetical back-tested performance of the Index (not live performance). The Index live date was March 20, 2023. The results obtained from back-tested data should not be considered indicative of the actual results that might be obtained from an investment or participation in a financial instrument or transaction referencing the index. Actual results will vary, perhaps materially, from the simulated returns presented in this document. See important disclosure concerning the use of back-tested data, embedded fees, as well as Selected Risk Considerations and other information in the Index brochure.

Backtested and live index component weightings*

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.

*All UBS-IBAL Index performance data or data derived from such performance data, including data above and elsewhere in this material, prior to March 20, 2023, is based on hypothetical back-tested performance of the Index (not live performance). The Index live date was March 20, 2023. The results obtained from back-tested data should not be considered indicative of the actual results that might be obtained from an investment or participation in a financial instrument or transaction referencing the index. Actual results will vary, perhaps materially, from the simulated returns presented in this document. See important disclosure concerning the use of back-tested data, embedded fees, as well as Selected Risk Considerations and other information in the Index brochure.

Backtested and live monthly return*

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Total

2002

0.00%

0.00%

2003

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2004

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

2.29%

2.29%

2005

-0.21%

3.59%

1.10%

-1.21%

3.34%

1.97%

0.79%

-2.21%

0.99%

-1.87%

2.90%

0.64%

10.06%

2006

1.59%

-1.34%

1.70%

1.15%

-2.50%

0.21%

-0.46%

2.87%

1.94%

2.85%

2.73%

-0.05%

11.05%

2007

1.26%

-0.25%

0.04%

1.98%

2.20%

0.05%

-1.81%

0.87%

1.84%

1.65%

2.09%

0.91%

11.30%

2008

1.91%

1.30%

1.32%

-0.10%

1.15%

-3.02%

-0.38%

2.27%

-3.69%

-3.94%

1.85%

2.06%

0.43%

2009

-1.31%

-0.73%

2.14%

1.05%

0.68%

-0.09%

2.97%

3.42%

2.14%

-0.29%

5.65%

-2.40%

13.76%

2010

-0.77%

2.35%

1.91%

3.13%

-0.57%

-0.85%

2.51%

2.18%

3.33%

2.39%

-0.27%

0.15%

16.46%

2011

1.25%

2.47%

-0.86%

4.25%

1.83%

-1.52%

1.85%

-1.61%

-1.79%

1.80%

0.02%

1.59%

9.48%

2012

3.38%

0.79%

-0.52%

-0.43%

0.61%

-0.09%

0.73%

0.92%

1.37%

-1.69%

0.95%

0.50%

6.63%

2013

1.39%

-0.23%

1.94%

2.71%

-2.13%

-1.53%

2.52%

-0.55%

2.18%

3.01%

0.95%

-0.05%

10.53%

2014

-2.68%

4.20%

-0.21%

0.73%

2.88%

0.87%

-0.10%

3.96%

-3.04%

3.05%

3.51%

-0.23%

13.37%

2015

3.32%

0.62%

-0.85%

-0.37%

-0.83%

-1.03%

0.47%

-3.79%

1.04%

2.46%

0.32%

-0.80%

0.37%

2016

-2.34%

1.27%

3.45%

-0.17%

0.15%

3.76%

2.88%

-1.01%

0.09%

-0.24%

2.72%

0.81%

11.75%

2017

2.44%

2.09%

-0.54%

2.12%

1.31%

-0.33%

2.34%

0.69%

-1.44%

2.12%

2.20%

0.95%

14.79%

2018

5.44%

-3.55%

-0.25%

0.53%

0.90%

-1.42%

-0.08%

1.37%

-2.14%

-3.97%

-2.94%

0.53%

-5.78%

2019

2.34%

0.08%

3.47%

0.79%

2.17%

4.26%

0.10%

3.43%

-1.13%

0.82%

2.29%

2.56%

23.18%

2020

-0.78%

-0.96%

1.93%

1.97%

0.47%

0.64%

2.11%

1.60%

-0.66%

-1.99%

4.47%

2.11%

11.26%

2021

-0.49%

2.31%

1.58%

1.20%

2.30%

1.20%

1.92%

0.74%

-2.80%

4.05%

0.75%

2.03%

15.68%

2022

-1.76%

-0.02%

2.73%

-1.56%

0.79%

-3.49%

2.35%

-0.92%

-1.95%

2.74%

1.88%

-0.72%

-0.17%

2023

2.42%

-1.58%

0.68%

0.05%

-2.16%

1.97%

1.26%

-0.90%

-2.99%

-2.21%

3.72%

1.79%

1.83%

2024

-1.36%

1.53%

3.12%

-1.52%

0.79%

-1.42%

0.67%

1.72%

*All UBS-IBAL Index performance data or data derived from such performance data, including data above and elsewhere in this material, prior to March 20, 2023, is based on hypothetical back-tested performance of the Index (not live performance). The Index live date was March 20, 2023. The results obtained from back-tested data should not be considered indicative of the actual results that might be obtained from an investment or participation in a financial instrument or transaction referencing the index. Actual results will vary, perhaps materially, from the simulated returns presented in this document. See important disclosure concerning the use of back-tested data, embedded fees, as well as Selected Risk Considerations and other information in the Index brochure.