Launch Series 66 offers investors leveraged exposure to the performance the Barclays Alternative Risk Premia Select RC 4% ER USD Index (“ the Barclay’s Multi-Asset ARP Index”). This index is a cross-asset, multi-strategy index referencing a portfolio of Alternative Risk Premia (ARP) strategies. A risk premia investment strategy isolates and systematically harvests excess returns from exposure to a specific risk factor such as value, momentum or carry. Such strategies are used by hedge funds, asset managers and asset owners as building blocks to create diversified portfolios.

The Barclay’s Multi-Asset ARP Index aims to deliver positive performance under different market environments and seeks to generate returns uncorrelated to traditional asset classes. It consists of a portfolio of Barclay’s flagship Alternative Risk Premia (ARP) indices with strong live track records that have the objective of extracting risk premia from a variety of asset classes.