The Share Class through a combination of capital growth and income on the funds assets, which reflects the return of the STOXX US Equity Factor Screened index. The Index aims to reflect the performance characteristics of a subset of equity securities within the STOXX US (Parent Index), which are selected and weighted in order to maximise exposure to five factors (as more readily described in the Index methodology) compared to other securities within the Parent Index: Momentum, Quality, Value, Low Volatility and Size.
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