The Credit Suisse truVol® US Target Sectors Index is a rules-based multi-asset index that aims to provide exposure to sectors of the S&P 500® positioned for growth. The Index implements a strategy that combines exposure to U.S. equities and fixed income and seeks to adapt to various market conditions. The Index also applies a bespoke volatility control mechanism designed by Salt Financial to identify changing market conditions using intraday data.

Index At A Glance

  • U.S. Sectors:
    An equity strategy seeking to gain exposure to S&P 500® sectors with lower volatility and the potential for growth
  • Diversification:
    A multi-asset portfolio diversified across equities and fixed income intended to benefit from opportunities in multiple market environments
  • Agile Risk Control:
    A state-of-the-art volatility target mechanism relying on intraday analysis to dynamically adjust the allocation to equity, aiming at navigating changing market conditions and controlling the risk exposure of the index

Key Characteristics

Bloomberg Ticker CSEATVUS <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 March 19, 2021
Index Calculation Fees 0.75% p.a. deducted daily
Asset Class U.S. Multi-Asset

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