| CS China 12% 2-Factor Risk Control (ER) Index (Hypothetical Simulation) CS China 12% 2-Factor Risk Control (ER) Index Actual Data | ||||
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Annualized Return (p.a)
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Max Drawdown
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Time To Recovery
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Volatility (p.a)
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Monthly Returns show all
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2004 | -3.5% | -3.5% | |||||||||||
| 2005 | -2.1% | 4.1% | -3.5% | 2.0% | -5.9% | 3.5% | 1.6% | 2.0% | -1.5% | -4.1% | 0.1% | 4.1% | -0.4% |
| 2006 | 6.8% | -0.9% | -2.1% | 1.3% | 4.7% | -1.5% | -2.2% | 2.2% | 1.4% | 3.0% | 7.2% | 9.9% | 33.3% |
| 2007 | -0.2% | 0.4% | -0.4% | 1.7% | 5.9% | 0.3% | 6.4% | 5.5% | 0.7% | 3.0% | -4.6% | 0.9% | 20.7% |
| 2008 | -2.3% | 1.3% | -1.7% | -0.8% | -3.1% | -3.1% | -0.5% | -0.4% | -4.0% | -2.5% | 6.0% | 3.9% | -7.4% |
| 2009 | -1.0% | 0.7% | 4.2% | -0.9% | -0.8% | 4.1% | 4.0% | -5.1% | 0.9% | 1.5% | 1.6% | -1.6% | 7.5% |
| 2010 | -3.9% | 0.7% | 1.5% | -3.8% | -0.9% | -2.2% | 4.8% | -1.5% | 1.6% | 5.0% | -2.9% | -2.6% | -4.8% |
| 2011 | 0.0% | 1.0% | 0.8% | 0.0% | 0.2% | -1.1% | -2.4% | -2.9% | -5.2% | 1.7% | -2.2% | 0.3% | -9.6% |
| 2012 | 4.8% | 3.2% | -3.6% | 0.4% | -0.6% | -2.9% | -1.2% | -3.4% | 4.1% | 0.0% | 0.1% | 7.0% | 7.5% |
| 2013 | 2.3% | -1.8% | -2.6% | 1.2% | -0.3% | -9.2% | 0.2% | 0.5% | 1.8% | 1.2% | 1.4% | -5.6% | -10.8% |
| 2014 | -1.7% | -1.0% | -0.5% | 0.7% | 0.7% | 0.6% | 8.5% | -1.3% | -0.8% | 2.0% | 6.6% | 6.5% | 21.6% |
| 2015 | 1.4% | -0.7% | 2.5% | 4.1% | -2.0% | -3.3% | -1.4% | -3.8% | 1.3% | 1.4% | -0.3% | -1.7% | -2.6% |
| 2016 | -4.0% | 0.7% | 3.6% | -1.5% | 0.7% | 0.6% | 1.4% | 1.7% | -0.9% | 1.7% | 3.1% | -5.8% | 1.1% |
| 2017 | 1.4% | 1.5% | -0.7% | -0.9% | 5.9% | 3.3% | 4.2% | 3.7% | -1.7% | 5.0% | 2.4% | -0.7% | 25.6% |
| 2018 | 5.9% | -4.5% | -0.7% | -2.4% | -1.6% | -3.2% | -1.5% | -2.4% | 2.1% | -3.3% | 0.2% | -2.1% | -13.1% |
| 2019 | 6.2% | 4.2% | 2.6% | 0.4% | -2.9% | 4.4% | 1.3% | -0.1% | -0.5% | 0.6% | -1.9% | 1.6% | 16.6% |
| 2020 | -6.2% | 0.5% | -2.0% | -0.7% | 0.6% | 2.0% | 6.0% | 0.4% | -0.4% | 1.7% | 2.9% | 1.1% | 5.7% |
| 2021 | 2.2% | -1.3% | -2.5% | 0.9% | 3.1% | -2.3% | -4.9% | -0.7% | 0.3% | -0.1% | -0.3% | -0.2% | -6.1% |
| 2022 | -4.7% | -0.6% | -6.9% | -4.6% | -2.2% | -0.9% | 1.0% | -4.7% | -6.5% | -3.2% | 2.8% | -3.9% | -29.9% |
| 2023 | 3.0% | -2.0% | 2.6% | -1.2% | -4.6% | -0.9% | 3.4% | -3.6% | -2.5% | -3.0% | 1.2% | -1.4% | -8.9% |
| 2024 | -3.9% | 3.0% | 0.5% | -1.2% | -1.7% |
Credit Suisse. Data collected from December 01, 2004 to April 16, 2024. The Credit Suisse China 12% 2-Factor Risk Control (ER) Index went live on March 4, 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 a 3.00% p.a. index calculation fee. 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.