• EN   

The Credit Suisse Global Income 2 Fund ER USD Index is a rule-based index that measures the rate of return of a Credit Suisse proprietary strategy which offers an exposure to the PIMCO GIS Global Investment Grade Credit Fund. The Index embeds a daily volatility control feature set at 3.5% which aims to limit the volatility of the Index by adjusting the exposure to the fund should the recent historical volatility realise above 3.5% and allowing a moderate amount of leverage up to 125% when volatility realises below 3.5%.

Key Characteristics

Bloomberg Ticker CSEAGIN2 <Index>
Category Static Asset Allocation
Return Type Excess Return (it reflects the return of components net of the cost of funding)
Currency USD
Live Date November 07, 2017
Index Calculation Fees None
Asset Class Fixed Income

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