The J.P. Morgan
Mozaic II Index

An opportunity to pursue steady growth in a variety of markets

  • Objective – Generate consistent returns while managing volatility through global asset allocation
  • Approach – Risk parity and strongest momentum
  • Holdings – Global equities, bonds and commodities
  • Features – Each month, the index selects asset classes with the highest returns to capitalize on proven and persistent performance
  • Ticker – JMOZAIC2 Index

A broadly diversified approach

JP Morgan Mozaic II Index Broadly Diversified Map

Monthly rebalancing may help generate more stable growth opportunities

JP Morgan Mozaic II Index Monthly Rebalancing

“Stop-loss” feature: Asset classes are evaluated, selected and weighted monthly. If on any day the overall index’s weekly return is less than -3%, exposure is progressively decreased such that all allocations are removed by the end of the relevant week (the Index is effectively uninvested). After one week, the Index re-establishes allocations based on the monthly selection and weighting described above. To the extent the week following the triggering of the “stop-loss” feature sees an additional 3% decline, allocations will be removed over the course of an additional week. This may reduce the risk of potential short-term loss in the Index during a period of significant market distress but may also cause the Index to miss a potential recovery in the underlying asset classes. Past performance is not indicative of nor does it guarantee future performance.

The J.P. Morgan Mozaic II Index was established on 12/28/2016.

15 global asset classes

JP Morgan Mozaic II Index 15 Global Asset Classes
JP Morgan Mozaic II Index

Not a deposit – Not FDIC or NCUSIF insured – Not guaranteed by the institution – Not insured by any federal government agency – May lose value