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|
|S&P GSCI Gold Index||4.10%||Commodities||4.10%|
|Credit Suisse US Equity Futures Index||6.77%||Equities||26.83%|
|Credit Suisse Japanese Equity Futures Index||3.12%|
|Credit Suisse US Technology Equity Futures Index||6.77%|
|Credit Suisse European Equity Futures Index||10.16%|
|Credit Suisse 5-Year US Treasury Note Futures Index||27.09%||Fixed Income||123.90%|
|Credit Suisse Japanese Treasury Futures Index||24.57%|
|Credit Suisse Euro-Bund Futures Index||36.12%|
|Credit Suisse 10-Year US Treasury Note Futures Index||36.12%|
|US Real Estate ETF Excess Return||13.55%||Real Estate||13.55%|
The aggregate weights may be higher or lower than 100%.
Credit Suisse. Data collected from September 24, 2002 to September 22, 2021. Prior to, and including, December 31, 2004, a proxy was used for the US Real Estate ETF. The Credit Suisse Balanced Trend 5% Index went live on November 20, 2017. 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 a 0.5% p.a. index calculation fee. 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.