Goldman Sachs Pathfinder Index

"Goldman Sachs Pathfinder Index"

"/content/dam/gs/gscom/what-we-do/FICC-and-equities/products-and-business-groups/products/pathfinder-transcript.pdf"

/what-we-do/FICC-and-equities/products-and-business-groups/products/pathfinder-transcript.pdf

"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 potential leverage of up to 400%, a 15% volatility target, month-over-month return caps of 4.00% (with returns measured on both the 14th and 27th of each month) and deductions (linked to leverage over 0%).\r\nPlease visit&nbsp;<a href=\"https://www.goldmansachsindices.com/products/GSPATFDR\">https://www.goldmansachsindices.com/products/GSPATFDR</a>&nbsp;for complete disclosure.\r\n"

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 potential leverage of up to 400%, a 15% volatility target, month-over-month return caps of 4.00% (with returns measured on both the 14th and 27th of each month) and deductions (linked to leverage over 0%).
Please visit&nbsp;<a href="https://www.goldmansachsindices.com/products/GSPATFDR">https://www.goldmansachsindices.com/products/GSPATFDR</a>&nbsp;for complete disclosure.

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