| CS ESG Macro 5 Index (Hypothetical Simulation) CS ESG Macro 5 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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Index Daily Values
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Monthly Returns show all
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | -0.3% | 0.8% | 2.0% | 1.9% | -1.3% | -0.8% | 0.1% | 0.7% | 3.0% | 1.3% | -0.6% | 1.3% | 8.2% |
| 2011 | 0.3% | 1.1% | -0.9% | 1.7% | -0.5% | -1.2% | 1.1% | -1.1% | 0.9% | -0.5% | -0.3% | 1.2% | 1.6% |
| 2012 | 1.1% | 2.3% | 0.1% | -0.1% | 0.5% | -0.7% | 1.0% | -0.6% | 0.9% | -0.6% | -0.1% | 0.6% | 4.4% |
| 2013 | 0.4% | 1.4% | 2.0% | 0.8% | -0.6% | 0.6% | 0.4% | -0.4% | 0.5% | 1.7% | 0.0% | 0.9% | 7.8% |
| 2014 | -1.5% | 0.9% | 0.2% | 1.2% | 2.2% | 0.8% | 0.1% | 2.7% | 0.0% | 0.2% | 1.8% | 1.1% | 10.1% |
| 2015 | 1.4% | 0.9% | 0.7% | -1.6% | -0.5% | -0.8% | 1.1% | -3.0% | 0.5% | 0.6% | 1.0% | -1.4% | -1.1% |
| 2016 | -0.9% | -0.5% | 1.2% | -0.4% | 0.2% | 0.1% | 0.9% | -0.7% | 0.3% | 0.7% | 2.3% | 1.0% | 4.2% |
| 2017 | 0.1% | 1.7% | 0.0% | 0.1% | 0.5% | -0.8% | 0.9% | 1.1% | 0.6% | 2.5% | 0.2% | 0.5% | 7.5% |
| 2018 | 2.7% | -1.0% | -0.5% | 0.6% | 0.4% | 0.6% | 1.8% | 1.4% | 0.3% | -2.6% | 0.0% | -0.9% | 3.0% |
| 2019 | 1.3% | 0.3% | 1.3% | 2.2% | -1.1% | 2.4% | 1.3% | 0.2% | -1.0% | 0.5% | 0.4% | 1.7% | 9.8% |
| 2020 | -0.5% | 0.4% | 0.1% | 0.5% | 0.7% | 0.6% | 0.6% | 1.3% | -0.7% | -1.1% | 3.6% | 1.5% | 7.3% |
| 2021 | -0.2% | 1.6% | 1.5% | -0.1% | 0.9% | -0.3% | 0.8% | 1.1% | -2.8% | 2.2% | 1.5% | 0.5% | 6.8% |
| 2022 | -1.1% | 0.1% | 0.9% | 0.8% | -0.6% | -0.7% | -0.5% | -0.5% | 0.1% | 2.8% | -0.8% | -0.5% | 0.0% |
| 2023 | 2.9% | 1.0% | -2.9% | 0.2% | 0.5% | 1.5% | 0.8% | -0.6% | -0.5% | -1.0% | -0.1% | 0.8% | 2.5% |
| 2024 | 0.1% | 3.0% | 1.6% | -0.9% | 3.9% |
Credit Suisse. Data collected from January 28, 2010 to April 17, 2024. The CS ESG Macro 5 Index went live on August 29, 2022. 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 has a 0.5% per annum embedded fee deducted on a daily basis and also contains embedded transaction costs and holding costs. The Index is an excess return index, which means that it reflects the return of components net of the cost of funding a hypothetical investment in them. Index returns are likely to be negatively affected by such costs of funding. These costs will reduce the performance of the Index.
Please refer to the Risk Factors for additional information on the Index.