Yinyang fund for retail investors in France

The fund is a best-of structure which will pay the better performance of the two baskets, each composed of 10 shares in the either the fossil fuel or alternative energy sector. The performance of each share is capped at 23% (which is equal to an annual payment of 7.03%.) Each basket’s overall performance is calculated using the mathematical average of all the shares’ performance, provided it has not passed 23%, and then compared to its average closing level between the 6th and 17th of June 2011

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