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The Clear Alpha Global IndexTM is constructed from five levels:
- Global Index: a constituent-weighted portfolio of the four sub-component strategy indices,
- Strategy Indices: a constituent-weighted portfolio of their respective Sub-Strategy Indices,
- Sub-Strategy Indices: a risk-weighted portfolio of the Peer Group Indices defined by asset class, and
- Peer Group Indices: equally weighted portfolios of the constituent Trading Strategy Indices.
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