MSCI World DMF EU PAB Index

The MSCI World Diversified Multiple-Factor EU PAB Index is based on the MSCI World Index, its parent index, which includes large and mid-cap representation across Developed Markets (DM) countries. The index is designed to represent the performance of a strategy that meets the minimum standards of the EU Paris Aligned Benchmarks (EU PAB) and seek higher exposure to the four style factors – Value, Momentum, Quality and Low Size - relative to other factors from the relevant Barra Equity Model, while maintaining market risk exposure similar to the MSCI World Index.