From 2024-01-01:
The Equities share of benchmark consists of a basket of MSCI indices:
- 8.5 % MSCI World Daily Net Total Return EUR index
- 1.5 % MSCI EM Daily Net Total Return EUR index
The Debt securities share of benchmark consists of a basket:
- 27.0 % Bloomberg Euro Aggregate Treasury Total Return Value Unhedged EUR index
- 36.0 % Bloomberg Euro-Aggregate Corporate Total Return Value Unhedged EUR index
- 18.0 % Bloomberg EM USD Sov + Quasi-Sov Total Return Value Hedged EUR index
- 9.0 % Bloomberg Liquidity Screened Euro High Yield Bond Total Return Value Unhedged EUR index.
From 2023-04-01 until 2023-12-31
The Equities share of benchmark consists of a basket of MSCI indices:
- 8.5 % MSCI World Daily Net Total Return EUR index
- 1.5 % MSCI EM Daily Net Total Return EUR index
The Debt securities share of benchmark consists of a basket:
- 27.0 % Bloomberg Euro Aggregate Treasury Total Return Value Unhedged EUR index
- 36.0 % Bloomberg Euro-Aggregate Corporate Total Return Value Unhedged EUR index
- 18.0 % Bloomberg EM USD Sov + Quasi-Sov Total Return Value Hedged EUR index
- 9.0 % Bloomberg Liquidity Screened Euro High Yield Bond Total Return Value Unhedged EUR index
Until 2023 March 31st:
The Equities share of benchmark consists of a basket of MSCI indices:
- 7.0 % pasaulio akcijos (MSCI World Daily Net Total Return)
- 3.0 % besivystančių rinkų (MSCI EM Daily Net Total Return)
The Debt securities share of benchmark consists of a basket:
- 54.0 % Bloomberg Barclays Euro Aggregate Bond Total Return Value Unhedged EUR indeksas
- 27.0 % Bloomberg Barclays Emerging Markets USD Sovereign + Quasi SovereignTotal Return Value Unhedged EUR indeksas
- 9.0 % Bloomberg Barclays Liquidity Screened Euro High Yield Bond Total Return Value Unhedged EUR indeksas
Until 2021 December 31st
The Equities share of benchmark consists of a basket of MSCI indices:
- 10.5% pasaulio akcijos (MSCI World Daily Net Total Return)
- 4.5% besivystančių rinkų (MSCI EM Daily Net Total Return)
The Debt securities share of benchmark consists of a basket:
- 51.0% Bloomberg Barclays Euro Aggregate Bond Total Return Value Unhedged EUR indeksas
- 25.5% Bloomberg Barclays Emerging Markets USD Sovereign + Quasi SovereignTotal Return Value Unhedged EUR indeksas
- 8.5% Bloomberg Barclays Liquidity Screened Euro High Yield Bond Total Return Value Unhedged EUR indeksas
Until 2020 December 31st
The Equities share of benchmark consists of a basket of MSCI indices:
- 14.0% pasaulio akcijos (MSCI World Daily Net Total Return)
- 6.0% besivystančių rinkų (MSCI EM Daily Net Total Return)
The Debt securities share of benchmark consists of a basket:
- 48.0% Bloomberg Barclays Euro Aggregate Bond Total Return Value Unhedged EUR indeksas
- 24.0% Bloomberg Barclays Emerging Markets USD Sovereign + Quasi SovereignTotal Return Value Unhedged EUR indeksas
- 8.0% Bloomberg Barclays Liquidity Screened Euro High Yield Bond Total Return Value Unhedged EUR indeksas
Until 2019 December 31st
The Equities share of benchmark consists of a basket of MSCI indices:
- 17,5% pasaulio akcijos (MSCI World Daily Net Total Return)
- 7.5% besivystančių rinkų (MSCI EM Daily Net Total Return)
The Debt securities share of benchmark consists of a basket:
- 45% Bloomberg Barclays Euro Aggregate Bond Total Return Value Unhedged EUR indeksas
- 22.5% Bloomberg Barclays Emerging Markets USD Sovereign + Quasi SovereignTotal Return Value Unhedged EUR indeksas
- 7.5% Bloomberg Barclays Liquidity Screened Euro High Yield Bond Total Return Value Unhedged EUR indeksas
The benchmark index composition and weights are selected to reflect the target asset class and geographical composition as well as risk and return characteristics of the investment strategy of the fund.
Under the agreement with MSCI Inc., we are required to provide the following information:
The blended returns are calculated by Luminor Investiciju valdymas UAB using end of day index level values licensed from MSCI (“MSCI Data”). For the avoidance of doubt, MSCI is not the benchmark “administrator” for, or a “contributor”, “submitter” or “supervised contributor” to, the blended returns, and the MSCI Data is not considered a “contribution” or “submission” in relation to the blended returns, as those terms may be defined in any rules, laws, regulations, legislation or international standards. MSCI Data is provided “AS IS” without warranty or liability and no copying or distribution is permitted. MSCI does not make any representation regarding the advisability of any investment or strategy and does not sponsor, promote, issue, sell or otherwise recommend or endorse any investment or strategy, including any financial products or strategies based on, tracking or otherwise utilizing any MSCI Data, models, analytics or other materials or information.
