Most Diversified Portfolio SICAV - TOBAM Anti-Benchmark Euro Equity Fund R1 EUR/  LU1067854817  /

The Product's primary investment objective is to be exposed to Eurozone equities, by systematically applying the investment process developed by the Management Company to outperform the reference index by minimizing risk factor concentration via a maximally diversified portfolio. Equity selection is based on the quantitative and systematic models, which aim to optimize the level of diversification achieved relative to the benchmark indicator. These models determine the optimal model portfolio, including both the list of eligible stocks and their portfolio weightings. The resulting Product is expected to improve the results of asset allocation by, among other things, improve the Sharpe ratio and reducing volatility. The Product is managed in reference to the Bloomberg Eurozone Developed Markets Large & Mid Cap Net Return Index. The Product does not use an index-based management strategy, it is actively managed. As a consequence, its performance may differ substantially from the benchmark, which is used to define the investment universe and determine the global risk profile of the Product. A majority of the benchmark"s equity securities will be components of the Product. The weightings of the Product"s portfolio holdings may diverge significantly from their equivalent weighting in the index.

The Product's primary investment objective is to be exposed to Eurozone equities, by systematically applying the investment process developed by the Management Company to outperform the reference index by minimizing risk factor concentration via a maximally diversified portfolio.