In this article we compare the characteristics and performance of two similar underlying strategies sold in the US market via structured products.
The J.P. Morgan Dynamic Blend Index and the Citi Dynamic Asset Selector 5 ER Index are both rules-based, volatility-controlled indices frequently used as underlyings for structured products. The J.P. Morgan Dynamic Blend Index is a multi-asset strategy that seeks to capture positive market momentum while managing volatility. The index has an equity constituent (J.P. Morgan US Large Cap Equities Futures Index ) and a bond constituent (J.P. Morgan 2Y US Treasury Futures Index ) and varies exposur