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UBS Innovative Balanced Index

Bloomberg Ticker
UBSIBAL
Asset Classes
Multi Asset
Live Date
Mar 20, 2023
Volatility Target
7.0%

Overview

The UBS Innovative Balanced Index leverages unique signals to provide an early read into the U.S. macro-environment and inform an all-weather tactical allocation to equities, commodities and bonds. 

The signals include inflation expectations and a Nowcast of US economic growth, generated using key data sets from UBS Evidence Lab, the largest sell-side alternative data offering of its kind.

Key Features

  • Uses forward-looking indicators, updated on a monthly basis, representing early reads in US economic growth and inflation
  • Designed to produce less correlated returns while using simple components such as US equity sector indices, commodity futures and 10-year US Treasury futures
  • Risk budgets are allocated every month across three asset classes depending on the growth and inflation regime combinations
  • Targets a volatility of 7% with the goal of providing smooth and stable returns over the long run

Performance

Summary
Index Level: -
Year-to-Date -
One Month -
1 Year -
2 Year (annualized) -
5 Year (annualized) -
10 Year (annualized) -

† Data sources listed below

Time Period
Market Scenario

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Annualized: -

Resources