The table below shows the current allocation of weights across the components presently in the Index.
Current Allocation as of | Weight | Asset Class | Asset Class Weight | |
---|---|---|---|---|
Credit Suisse Multi-Asset Futures - Gold Excess Return Index | 14.84% | Commodities | 14.84% | |
ActiveSelect Swiss Equity Futures Index | 5.61% | Equities | 52.52% | |
ActiveSelect US Equity Futures Index | 4.39% | |||
ActiveSelect Japanese Equity Futures Index | 32.01% | |||
ActiveSelect European Equity Futures Index | 10.51% | |||
ActiveSelect 10-Year US Treasury Note Futures Index | -17.55% | Treasuries | -21.49% | |
ActiveSelect Euro-Bund Futures Index | -3.94% |
The aggregate weights may be higher or lower than 100%.
Credit Suisse. Data collected from July 24, 2020 to June 5, 2023.
The DynaPlan Excess Return Index (CHF) went live on July 24, 2020.
Any data shown prior to the live date is simulated.
Past performance is no indication or guarantee of future performance. The return results provided herein are illustrative only and were derived by means of a retroactive application of a back-casted model designed with the benefit of hindsight. These back-casted, hypothetical, historical annualized Index returns have inherent limitations. No representation is made that in the future the Index will have the returns shown. Alternative modeling techniques or assumptions might produce significantly different results and may prove to be more appropriate. Actual annualized returns may vary materially from this analysis.
The Index returns are net of applicable transaction and replication costs.
The Index could underperform relative to other indices, including equity indices.
In addition, the Index is an excess return index: it reflects the return of components net of the cost of funding a hypothetical investment in them.
Please refer to the Risk Factors for additional information on the Index.