The DynaPlan Excess Return Index (CHF) is a global multi-asset index, allocating across international financial markets and asset classes such as equities, bonds, interest rates, real estate and commodities using liquid and transparent instruments, enabling a cost efficient index construction.
The Index also includes a daily risk control mechanism set at 7.5% target volatility which aims to limit the volatility of the Index in times of high uncertainty in the financial markets.
Index At A Glance
Invests in different asset classes and regions.
Based on a dynamic investment strategy. The composition of investments is optimised on a monthly basis according to the market situation using mathematical rules
The composition of the investments is based on a risk limit (target volatility 7.5%), which restricts the risk of major price volatility. Compliance with the risk limit is monitored on a daily basis
|Bloomberg Ticker||CSEADYNA <Index>|
|Category||Dynamic Asset Allocation|
|Return Type||Excess Return (it reflects the return of components net of the cost of funding)|
|Live Date||July 24, 2020|
|Index Calculation Fees||None|
|Asset Class||Global Multi-Asset components|
Please refer to the Risk Factors for additional information on the Index.