BOBP invests in US large-cap securities identified to have favorable near- to medium-term capital appreciation potential based on equity skewness, a measure of how returns are likely to be higher or lower than average. Positive skewness suggests more frequent small losses and fewer but larger gains, while negative skewness implies more frequent small gains and fewer but larger losses. The index calculates equity skewness using a moving average and considers the correlation of each securitys return to its universe-wide average. If the universe-wide skewness is positive, the fund selects stocks with positive skewness. If the universe-wide skewness is negative, it favors stocks with less negative skewness. Based on these conditions, the fund selects and equally weights the top 50 stocks. The methodology aims to filter market noise and short-term volatility. The fund allocates 10-20% to cash and cash equivalents according to proprietary indicators. The index is rebalanced bi-weekly.

資産クラス

Equity

運用会社

CORE16

設定国

US

設定日

2025年5月19日

ISIN

US3015054345