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The DynaPlan Excess Return Index (CHF) is a global multi-asset index, allocating across international financial markets and asset classes such as equities, bonds, interest rates, real estate and commodities using liquid and transparent instruments, enabling a cost efficient index construction.

The Index also includes a daily risk control mechanism set at 7.5% target volatility which aims to limit the volatility of the Index in times of high uncertainty in the financial markets.

Index At A Glance

  • Diversified
    Invests in different asset classes and regions.
  • Investment optimisation
    Based on a dynamic investment strategy. The composition of investments is optimised on a monthly basis according to the market situation using mathematical rules
  • Risk Control
    The composition of the investments is based on a risk limit (target volatility 7.5%), which restricts the risk of major price volatility. Compliance with the risk limit is monitored on a daily basis

Key Characteristics

Bloomberg Ticker CSEADYNA <Index>
Category Dynamic Asset Allocation
Return Type Excess Return (it reflects the return of components net of the cost of funding)
Currency CHF
Live Date July 24, 2020
Index Calculation Fees None
Asset Class Global Multi-Asset components

Please refer to the Risk Factors for additional information on the Index.