An excess return index that provides dynamic exposure to the combination of a US equity basket (rebalanced monthly to reflect a low-volatility basket selected from 9 eligible equity sector ETFs) and US Treasury bonds (represented by 10-Year and 2-Year U.S. Treasury futures, with relative exposures determined by a 10-Year US Treasury futures momentum signal), subject to a 5% volatility target and deductions (including a flat 0.5% annualized deduction rate).
Please visit https://www.goldmansachsindices.com/products/GSMARINR for complete disclosure.
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