We follow a well-defined methodology that can be flexibly applied to different use cases.
We use inputs from multiple data providers where accessible to us. This broadens our overall coverage universe, and reduces the potential biases of a single data provider.
Our point of view is attentive to the impact on tracking error of excluded securities.
Deviations from firm-wide consistency are made where appropriate to adapt to investment styles, national legislation, and/or market-specific norms prevalent in certain regions.