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

  • Balanced
    An allocation diversified across regions and asset classes
  • Trend
    Implementing a short-term trend and a long-term value strategy
  • 5%
    Mitigating the impact of market fluctuations by targeting an index volatility (risk) of 5%

Key Characteristics

Bloomberg Ticker CSTREND5 <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 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.