It’s the consistent requirement for investors to improve investment returns as well as reduce risks. We integrate multiple investment criteria and strategies to generate the absolute return index series, which follow the uptrend of the underlying asset, and rotate to cash or money market in the downtrend. Zhong Han absolute return indices provide new benchmarks for investors to manage downside risks. Specific details of the construction are included in a separated document.
Zhong Han indices offer the following single asset absolute return indices:
Global Market
• Zhong Han Hong Kong Large Cap Absolute Return Index
• Zhong Han Hong Kong State-owned enterprises Absolute Return Index
• Zhong Han US 500 Absolute Return Index
• Zhong Han 20-Year Treasury Bond Absolute Return Index
• Zhong Han Total Bond Market Absolute Return Index
China
• Zhong Han China 50 Absolute Return Index
• Zhong Han China 300 Absolute Return Index
• Zhong Han China 800 Absolute Return Index
• Zhong Han China 5-year Treasury Bond Absolute Return Index
• Zhong Han China 10-year Treasury Bond Absolute Return Index
• Zhong Han China Brokerage Sector Absolute Return Index
• Zhong Han China Military Industry Sector Absolute Return Index
• Zhong Han China Non-Bank Financial Sector Absolute Return Index
• Zhong Han China Food and Beverage Sector Absolute Return Index
• Zhong Han China Medical Biology Sector Absolute Return Index
• Zhong Han China 300 Absolute Return Index
• Zhong Han China 800 Absolute Return Index
Commodity
• Zhong Han Brent Crude Absolute Return Index
• Zhong Han Gold Absolute Return Index