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%.
|Bloomberg Ticker||CSEAGIN2 <Index>|
|Category||Static Asset Allocation|
|Return Type||Excess Return (it reflects the return of components net of the cost of funding)|
|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.