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.