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
An equity strategy seeking to gain exposure to S&P 500® sectors with lower volatility and the potential for growth
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
|Bloomberg Ticker||CSEATVUS <Index>|
|Category||Dynamic Asset Allocation|
|Return Type||Excess Return (it reflects the return of components net of the cost of funding)|
|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.