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
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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.