The Credit Suisse Global Healthcare Exposure 6.5% (ER) Index is an investible long-only index which allocates between an equity index providing exposure to companies deriving revenues from healthcare even though their primary focus might be different (Solactive Global Healthcare Exposure USD Index NTR - SOLGHUNR Index) and a long only fixed income strategy investing across nine treasury futures globally.

The Index targets a volatility of 6.5% and aims to benefit from the realised de-correlation between the Equity and the Fixed Income Component to achieve simultaneous exposure to both components subject to risk limits. This enhanced volatility target strategy allows to optimize the overall index exposure by allocating into a defensive asset during periods of equity market stress.

Please refer to the Risk Factors for additional information on the Index.