The loomis sayles managed futures index (lsmanfi) is determined, composed and designed by loomis sayles with goldman sachs international acting as index administrator and index calculation agent. The loomis sayles managed futures 2 index (lsmanf2) is determined, composed and designed by loomis sayles with goldman sachs international acting as index administrator and index calculation agent. Monitors markets movement and seeks to minimize noise to focus in on the true trends for all 73 assets.
Loomis sayles is a trademark of loomis sayles and has been licensed for use by goldman sachs Actual index returns may differ materially. Goldman sachs is the administrator and calculation agent for the loomis sayles managed futures index (the “index”).
Conservative (25th percentile), moderate (50th percentile), and strong (75th percentile)
