A systematic index designed to provide exposure to sectors of the U.S. economy positioned for growth.
The UBS truVol® US Target Sectors Index is a rules-based multi-asset index applying a sector selection process driven by fundamental market signals such as volatility and the potential for mean reversion.
In an attempt to generate consistent returns over time, the Index implements an adaptive strategy that combines U.S. equity and fixed income components.
Additionally, the Index applies a bespoke volatility control mechanism designed with Salt Financial to identify changing market conditions using intraday data, and stabilize the overall level of risk of the Index.
Index at a glance
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U.S. Sectors:
An equity strategy seeking to gain exposure to S&P 500® sectors with lower volatility and the potential for growth -
Diversification:
A multi-asset portfolio diversified across equities and fixed income intended to benefit from opportunities in multiple market environments -
Agile Risk Control:
A state-of-the-art volatility target mechanism relying on intraday analysis to dynamically adjust the allocation to equity, aiming at navigating changing market conditions and controlling the risk exposure of the index
Key characteristics
| Bloomberg Ticker | CSEATVUS <Index> |
| Category | Dynamic asset allocation |
| Return Type | Excess return (it reflects the return of the Index components net of the hypothetical costs of funding) |
| Currency | USD |
| Live Date | March 19, 2021 |
| Index Calculation Fees | 0.75% p.a. deducted daily |
| Asset Class | U.S. Multi-asset |
Please refer to the Selected risk considerations for additional information on the Index.