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
A global equity component offering exposure to four regional MSCI indices, designed to maximize exposure to positive environmental, social and governance scores
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
A daily adjustment to target Index volatility at 5% and attempt to generate consistent returns over time
|Bloomberg Ticker||CSEAGESG <Index>|
|Category||ESG Macro Index|
|Return Type||Excess Return *|
|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.