UBS Innovative Balanced Index

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


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


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


Annualized: -