The CS ESG Macro 5 Index is a fully rules-based index that offers innovative exposure to multiple asset classes with a focus on environment, social and governance (ESG) standards. In an attempt to generate consistent returns over time, the Index implements a strategy that combines an ESG equity component and a macro component (comprised of sub-strategies across fixed income, commodities and currencies components), complemented by a daily risk control mechanism.

Index At A Glance

  • ESG
    A global equity component offering exposure to four regional MSCI indices, designed to maximize exposure to positive environmental, social and governance scores
  • Macro
    A basket of macro components that seeks to identify trend patterns in the markets and to benefit from the difference in yields between different instruments
  • 5%
    A daily adjustment to target Index volatility at 5% and attempt to generate consistent returns over time

Key Characteristics

Bloomberg Ticker CSEAGESG <Index>
Category ESG Macro Index
Return Type Excess Return *
Currency USD
Live Date August 29, 2022
Index Calculation Fees 0.5% p.a. deducted daily (the Index also contains embedded transaction costs and access costs)
Asset Class Global Multi-Asset components

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