| UBS Tactical Multi Asset Index (Hypothetical Simulation) UBS Tactical Multi Asset 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2001 | -1.5% | -2.5% | 0.2% | 1.4% | 0.7% | -1.3% | 0.5% | -1.4% | 0.0% | 2.2% | 1.4% | -0.4% | |
| 2002 | 1.2% | 1.8% | 1.2% | 0.0% | 1.4% | -0.7% | -4.5% | 1.7% | -1.1% | -0.5% | 3.1% | 2.5% | 6.0% |
| 2003 | 2.1% | 1.7% | -0.6% | 2.8% | 3.0% | 1.0% | -0.4% | 2.3% | 2.2% | 2.0% | 0.8% | 3.7% | 22.6% |
| 2004 | 0.7% | 2.1% | 2.4% | -8.5% | -0.6% | 0.3% | 0.4% | 3.8% | 2.4% | 2.0% | 2.3% | 0.0% | 6.9% |
| 2005 | -1.9% | 1.9% | -5.1% | 1.5% | 2.0% | 1.6% | 2.1% | -2.4% | 2.9% | -2.8% | 0.8% | 1.8% | 2.1% |
| 2006 | 3.8% | -0.2% | 1.3% | 1.7% | -1.9% | -1.0% | 0.4% | 1.1% | 0.4% | 2.8% | 0.7% | -0.5% | 8.8% |
| 2007 | 0.2% | -0.4% | -1.0% | 0.4% | 0.1% | -1.2% | -0.1% | 0.4% | 3.9% | 2.9% | 0.0% | -0.8% | 4.4% |
| 2008 | 3.0% | 0.1% | -2.7% | 0.9% | 0.4% | -2.0% | -0.7% | -0.2% | -4.9% | -6.6% | 1.5% | 4.3% | -7.2% |
| 2009 | -1.3% | -2.4% | 1.5% | 1.8% | 2.9% | -1.0% | 2.8% | 1.8% | 3.1% | 0.1% | 4.4% | -1.1% | 13.1% |
| 2010 | -1.6% | 0.6% | 2.0% | 2.1% | 0.0% | 1.8% | 1.8% | 2.3% | 2.8% | 2.0% | -1.7% | 1.6% | 14.5% |
| 2011 | 1.4% | 2.4% | -1.4% | 3.9% | -0.5% | -1.5% | 2.8% | 1.4% | -3.8% | 3.2% | -2.1% | -0.2% | 5.3% |
| 2012 | 3.4% | 2.1% | 0.1% | 1.0% | -1.7% | 1.0% | 2.8% | 0.4% | 2.6% | -0.4% | 1.4% | 1.4% | 14.9% |
| 2013 | 0.2% | 0.4% | 1.4% | 2.0% | -3.4% | -2.0% | 1.1% | -1.0% | 0.6% | 1.8% | 0.1% | 0.5% | 1.7% |
| 2014 | 0.1% | 3.1% | -1.0% | 0.4% | 2.3% | 0.3% | -1.9% | 2.3% | -4.2% | -0.4% | 0.8% | -2.6% | -1.2% |
| 2015 | 3.8% | -0.4% | -1.8% | 0.9% | -1.5% | -1.5% | 0.3% | -6.6% | -0.7% | 2.1% | -1.0% | -2.0% | -8.5% |
| 2016 | 0.0% | 3.6% | 3.6% | 0.4% | -1.5% | 1.4% | 1.8% | -1.5% | 0.9% | -1.5% | -2.3% | 1.6% | 6.6% |
| 2017 | 1.0% | 2.6% | -0.2% | -0.8% | -0.1% | -0.7% | 1.5% | 1.0% | -1.4% | 0.8% | -0.3% | 0.0% | 3.4% |
| 2018 | 2.2% | -4.2% | -0.9% | -1.7% | -0.4% | 0.3% | 0.8% | 0.4% | -0.7% | -3.5% | 0.5% | -0.4% | -7.4% |
| 2019 | 3.6% | -0.4% | 2.1% | 0.6% | -0.7% | 3.3% | -0.9% | 2.3% | -2.6% | 0.9% | -0.3% | 2.1% | 10.2% |
| 2020 | 1.8% | -1.3% | -4.1% | 1.3% | 1.4% | 1.5% | 5.5% | 0.9% | -2.7% | -1.0% | 3.0% | 2.1% | 8.3% |
| 2021 | -1.6% | 0.0% | 1.5% | 2.7% | 0.5% | -1.2% | 2.1% | 0.5% | -4.1% | 0.8% | -1.4% | 1.8% | 1.6% |
| 2022 | -4.1% | -0.2% | -0.3% | -3.2% | -0.7% | -2.8% | 1.2% | -2.6% | -3.4% | 0.3% | 2.2% | -0.7% | -13.4% |
| 2023 | 2.6% | -3.0% | 0.9% | 0.3% | -2.4% | 1.7% | 0.9% | -1.7% | -3.8% | -0.9% | 3.3% | 2.6% | 0.2% |
| 2024 | -1.0% | 0.9% | 1.9% | -2.4% | 1.5% | 0.0% | 2.3% | 1.5% | 2.0% | -2.4% | -0.9% | 3.3% |
UBS. Bloomberg. Data collected from February 13, 2001 to November 20, 2024. The UBS Tactical Multi Asset Index went live on August 25, 2014. 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 returns are net of embedded transaction costs. 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. Fed fund rate was used as the cost of funding in the construction of the Index.
Please refer to the Selected risk considerations for additional information on the Index.