The Credit Suisse Momentum Index (‘Momentum Index’) offers exposure to a multi-asset universe across the globe to provide diversification and to help adapt to ever-changing market conditions. The Index implements a unique and flexible momentum-driven strategy combined with dynamic risk control adjustments.
The Barclays Trailblazer Sectors 5 Index (the “Index”) is a rules-based proprietary index created and owned by Barclays Bank PLC. The Index is operated by Barclays Index Administration, an independent index administration function within Barclays Bank PLC (in such capacity, the “Index Sponsor”).
The Index tracks a dynamic notional portfolio selected from a universe of 13 exchange-traded funds that provide exposure to U.S. equity sectors or fixed-income assets (each, an “Index Component” and collectively, the “Index Components”), while targeting a portfolio volatility of 5% (the “Target Volatility”). On a daily basis, the notional financing cost described below is deducted from each Index Component and an index fee of 0.85% per annum is deducted from the Index.