| CS Balanced Trend 5% Index (Hypothetical Simulation) CS Balanced Trend 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2002 | 0.2% | 1.3% | 1.2% | -0.3% | 2.4% | ||||||||
| 2003 | -0.2% | 0.6% | -0.8% | 2.3% | 3.7% | 0.2% | 0.8% | 1.5% | -0.4% | 1.8% | 0.3% | 2.0% | 12.4% |
| 2004 | 0.9% | 1.2% | 0.6% | -2.4% | -0.2% | 0.4% | -0.8% | 1.4% | 0.8% | 2.6% | 1.3% | 1.4% | 7.1% |
| 2005 | -1.2% | 0.1% | -0.2% | -0.7% | 1.6% | 1.3% | 0.4% | -0.5% | 1.2% | -1.7% | 2.5% | 1.0% | 3.6% |
| 2006 | 2.1% | -0.2% | 0.9% | 0.4% | -2.0% | -0.1% | 0.3% | 1.2% | 1.4% | 1.6% | 1.7% | -1.0% | 6.3% |
| 2007 | 0.5% | -0.4% | -0.4% | 1.0% | -0.2% | -0.7% | -1.4% | -0.2% | 0.5% | 1.8% | 1.3% | -0.3% | 1.3% |
| 2008 | 1.1% | 1.3% | 0.4% | -1.9% | -0.9% | -3.0% | -0.2% | -0.1% | -0.4% | 0.1% | 3.6% | 2.0% | 1.7% |
| 2009 | -2.5% | -1.2% | 1.6% | 1.3% | 0.7% | -0.7% | 1.5% | 1.5% | 0.7% | -0.9% | 1.8% | 0.9% | 4.9% |
| 2010 | -1.5% | 0.9% | 2.2% | 1.3% | -1.1% | -0.2% | 0.6% | 0.6% | 1.2% | 1.8% | -0.7% | 1.1% | 6.4% |
| 2011 | 1.2% | 1.5% | -1.6% | 1.0% | 0.1% | -0.7% | 2.5% | 0.4% | -0.3% | 0.0% | -0.4% | 0.9% | 4.7% |
| 2012 | 3.1% | 2.1% | 1.7% | -0.5% | -1.8% | 0.9% | 0.8% | 0.5% | 0.6% | -1.0% | 1.1% | 0.6% | 8.3% |
| 2013 | 1.6% | 0.9% | 2.1% | 2.5% | -1.0% | -2.0% | 0.9% | -0.5% | 1.4% | 2.0% | 1.4% | -1.1% | 8.4% |
| 2014 | 0.6% | 1.6% | -0.6% | 1.2% | 2.3% | 1.3% | -0.6% | 2.9% | -1.5% | 2.3% | 2.2% | 0.5% | 12.8% |
| 2015 | 3.4% | 0.0% | 0.6% | -0.8% | 0.0% | -1.1% | 0.9% | -2.5% | -0.2% | -0.3% | -0.3% | -0.1% | -0.4% |
| 2016 | -1.5% | 0.2% | 0.2% | -0.4% | 0.4% | 3.2% | 1.7% | -1.0% | -0.4% | -0.8% | -0.2% | 1.1% | 2.4% |
| 2017 | 0.4% | 1.8% | 0.9% | 1.3% | 1.8% | -1.1% | 0.7% | 0.8% | -0.4% | 1.9% | 1.3% | -0.3% | 9.6% |
| 2018 | 1.1% | -2.1% | -0.9% | 0.1% | 0.5% | 0.2% | 1.0% | 1.5% | -1.0% | -2.8% | 0.5% | -0.1% | -2.2% |
| 2019 | 1.8% | -0.5% | 3.2% | 1.2% | -1.6% | 3.0% | 0.6% | 1.7% | 0.1% | 0.6% | 0.1% | 0.6% | 11.1% |
| 2020 | 0.4% | -2.8% | -2.3% | 0.2% | 0.0% | 0.2% | 1.3% | 2.9% | -1.4% | -1.3% | 3.4% | 0.8% | 1.2% |
| 2021 | -0.2% | 0.3% | 1.8% | 1.5% | 0.3% | 0.3% | 1.4% | 0.7% | -3.3% | 1.2% | -0.7% | 1.9% | 5.2% |
| 2022 | -2.4% | -1.1% | -0.1% | -0.4% | -0.7% | -0.7% | 1.3% | -2.0% | -4.8% | 0.4% | 1.0% | -2.2% | -11.1% |
| 2023 | 2.4% | -1.9% | 2.4% | 0.5% | 0.3% | 1.3% | 0.1% | -1.0% | -2.2% | -0.8% | 1.9% | 1.4% | 4.4% |
| 2024 | 0.0% | 0.4% | 1.2% | -2.4% | -0.9% |
Source: Credit Suisse. Data collected from September 24, 2002 to April 17, 2024. The Credit Suisse Balanced Trend 5% Index is live since November 20, 2017, any data shown prior to the live date is simulated. Until January 3, 2022, the 3-month USD LIBOR rate was used in the construction of the Index. Following January 3, 2022, and in connection with the discontinuation of the 3-month USD LIBOR rate (set to occur immediately after June 30, 2023), the 3-month USD LIBOR rate was replaced with the Secured Overnight Financing Rate (SOFR) plus a spread that will progress from 0.10% to 0.26% through June 30, 2023. Following July 3, 2023, SOFR will be complemented by a spread of 0.26%. Past performance, whether actual or simulated, is not an indicator of future performance. If the currency in which the past performance is shown differs from the currency of the country in which you reside, then you should be aware that due to exchange rate fluctuations, the performance shown may vary if converted into your local currency. 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.