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
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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.