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Sample index factsheet

This index factsheet example is a two-page monthly factsheet for a fictional thematic equity index, the kind index providers publish for licensees, ETF issuers and investors. It shows live and back-tested performance clearly separated, with the disclaimers an index provider needs.

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Sample document. The index, figures and service providers in this sample are fictitious and for illustration only.

What's included

• Index description, level and key features: base date and value, launch date, weighting, rebalancing and identifiers
• Performance since base date against the parent index, with the back-tested period shaded
• Calendar-year and rolling 12-month performance
• Risk statistics: volatility, maximum drawdown, beta and correlation
• Top 10 constituents with segment, country and market-cap breakdowns
• Methodology summary, fundamentals and index administrator details

Compliance built in

Every autoFactsheet template is designed to meet UK and EU marketing rules. This sample shows them applied:

• "It is not possible to invest directly in an index" on page 1
• Back-tested (simulated) performance clearly labelled in the chart, the tables and the notes
• "Past performance does not predict future returns" before the performance figures
• Separate since-launch and since-base-date returns, so live and simulated results are not mixed
• Index returns shown before fees and costs, with a statement saying so
• Administrator, benchmark statement and no-endorsement wording

Read our UK and EU factsheet compliance checklist for the full set of rules.

How this sample was built

The index, its constituents and its figures are fictitious, but the document was produced exactly as a client's would be: monthly index levels, constituents and fundamentals went in, and the engine calculated every return and risk statistic, split live from back-tested history, drew the charts and checked the result before writing the PDF.

What changes for your index

• Your logo, colours, fonts and layout, built once as your template
• Your index family, currencies and return variants, all produced in the same run
• Your launch date, so back-tested and live periods are always split correctly
• Your methodology summary, identifiers and administrator details
• Your own disclaimers and licensing wording on every page

Questions about this sample

Can one template cover a whole index family?

Yes. Every index, currency and return variant in the family is produced from one template in a single run.

Where does the data come from?

From your calculation agent or internal systems: monthly index levels, constituents and fundamentals, sent by secure file transfer, API or a simple file upload.

Is the PDF accessible?

Yes. It is a tagged PDF built to the PDF/UA standard, with chart descriptions for screen-reader users and the key figures attached as a machine-readable data file.

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