The Credit Suisse Balanced Trend 5% Index includes global components across asset classes to provide diversification and to help reduce portfolio risk. The Index implements a three-step allocation methodology which combines a short-term trend and a long-term value strategy with a dynamic daily risk control mechanism.
Index At A Glance
An allocation diversified across regions and asset classes
Implementing a short-term trend and a long-term value strategy
Mitigating the impact of market fluctuations by targeting an index volatility (risk) of 5%
|Bloomberg Ticker||CSTREND5 <Index>|
|Category||Dynamic Asset Allocation|
|Return Type||Excess Return (it reflects the return of components net of the cost of funding)|
|Live Date||November 20, 2017|
|Index Calculation Fees||0.5% p.a. deducted daily|
|Asset Class||Global Multi-Asset components|
Please refer to the Risk Factors for additional information on the Index.