MSCI 2013 Q3 Review Update:Global index rebalance strategies return average 1.98%
Following the MSCI Index review, we highlighted four highconvictionstrategies, “MSCI August 2013 index review –Global high-conviction buys and sells”, on 15 August
For each of the index rebalance strategies, we recommendedinvestors initiate positions at the close of business on 15August and run until the close business on 30 August
In the summary table below, we detail the return of each of thestrategies as well as their respective regional index returns