China Citic Bank Asset Management Center (CNCB AMC) has won the Best Strategy Index for its Multi-Asset Trend benchmark (MAXT) at SRP China awards held at the Ritz-Carlton Pudong Hotel on September 18 in Shanghai.
The MAXT index covers four asset classes – equities, bonds, commodities and real estate – acrosss markets including China, the US, Japan, Germany and the UK. The index methodology uses a risk-parity method, while targeting a volatility level of 5%. The strategy index has delivered a 12% positive performance year-to-date as of September 10, according to Citic international Asset Management. This multi-asset solution allows the bank to deliver an “easy option” to achieve &
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