Key features Monthly rebalancing

Monthly rebalancing

CSCB weights are rebalanced to the specified weight monthly, maintaining index diversification over time. This is designed to decrease volatility by avoiding concentration risk

A Component outperforming its peers

  • In the traditional benchmark, the component’s higher weight could create excess volatility and/or drive the index down if it declines sharply
  • The CSCB takes a more neutral view on performance
Example: 2008 Oil Rollercoaster January June December
Oil (WTI) $/Barrel 96.33 138.54 40.81
S&P GSCI WTI Weight 38.6% 41.1% 32.5%
CSCB WTI Target Weight 17.9% 17.9% 17.9%