
The CS Momentum Index ('Momentum Index') offers exposure to a multi-asset universe across the globe to provide diversification and to help adapt to ever-changing market conditions. The Index implements a unique and flexible momentum-driven strategy combined with dynamic risk control adjustments.
Index At A Glance
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Diversification
The Index's underlying components are diversified across four regions and three asset classes in an effort to generate consistent returns over time. -
Momentum
The trend following strategy of the Index is intended to gain exposure to components that exhibit the strongest trends while reducing exposure to components with weaker trends. -
Risk-Adjusted Weightings
Index components are weighted inversely to their risk in an attempt to build a risk-balanced allocation. -
Risk Control
The Index targets an annualized volatility of 5% or less to help stabilize returns.
Key Characteristics
Bloomberg Ticker | CSEAMTM5 <Index> |
Category | Dynamic Asset Allocation |
Return Type | Excess Return (it reflects the return of components net of the cost of funding) |
Currency | USD |
Live Date | February 12, 2020 |
Index Fees | 0.5% p.a. deducted daily (the Index also contains embedded transaction costs and holding costs) |
Asset Class | Global Multi-Asset components |
Please refer to the Risk Factors for additional information on the Index.