A three-step systematic strategy designed to adapt to changing market conditions. The UBS Balanced Trend Index is a global multi-asset index and uses a set of dynamic trend indicators in addition to a daily risk control mechanism which targets 5% volatility.

The Index implements a rules-based allocation process relying on three prevalent financial concepts: diversification, trend and risk control.

Its ambition is to generate stable and consistent returns over time in the face of changing market conditions.

Index at a glance

  • Balanced
    An allocation diversified across regions and asset classes
  • Trend
    Implementing a short-term trend and a long-term value strategy
  • 5%
    Mitigating the impact of market fluctuations by targeting an index volatility (risk) of 5%

Key characteristics

Bloomberg Ticker CSTREND5 <Index>
Category Dynamic asset allocation
Return Type Excess return (it reflects the return of components net of the cost of funding)
Currency USD
Live Date November 20, 2017
Index Calculation Fees 0.5% p.a. deducted daily
Asset Class Multi-asset

Please refer to the Selected risk considerations for additional information on the Index.