MSCI China All Shares Diversified Multiple-Factor Index

The MSCI China All Shares Diversified Multiple-Factor Index is based on a traditional market cap weighted parent index, the MSCI China Index, which includes of China A‐shares, B‐shares, H‐shares, Red‐chips, P‐chips and foreign listings (e.g. ADRs). The index aims to maximize exposure to four factors – Value, Momentum, Quality and Low Size – while maintaining a risk profile similar to that of the underlying parent index.