Credit Suisse Social Awareness Index - Credit Suisse

Credit Suisse Social Awareness Index

Powered by HOLT

®

November 2010

The Credit Suisse Social Awareness Index Powered by HOLT ® is part of the Credit Suisse series of equity indices

Credit Suisse Social Awareness Index Details

■ Calculated and maintained by Standard & Poor’s

■ Rebalanced semi-annually (March and September)

■ Equally weighted

■ Calculated as a synthetic price-return and total return index

■ Calculated in US Dollars, Euros and Swiss Francs

■ For further details visit www.credit-suisse.com/indices

The HOLT series of equity indices offers investors exposure to portfolios of stocks, which are screened for attractiveness using HOLT’s advanced corporate performance and valuation framework. The factors and categories used in the screening process have shown in simulations to consistently identify stocks that collectively outperform the market.

HOLT is a corporate performance and valuation advisory service of Credit

Suisse. It offers unique insights into corporate performance and valuation, emphasizing a company’s cash-

US Dollar Index

Euro Index

Swiss Franc Index

Social Awareness

Bloomberg Code

CSSAI

CSSAIE

CSSAIC

■ The Credit Suisse Social Awareness Index includes companies that adhere to the ten principles of the United Nations Global Compact.

■ RiskMetrics’ Global Compact Plus Screen is used to measure companies’ performance and strategies against these ten principles.

The UN Global Compact is a framework for businesses that are committed to aligning their operations and strategies with ten universally accepted principles in the areas of human rights, labour standards, the environment and anticorruption.

The Global Compact’s ten principles in these areas are derived from:

‚ The Universal Declaration of Human Rights

‚ The International Labour Organisation’s Declaration on

Fundamental Principles and Rights at Work

‚ The Rio Declaration on Environment and Development

‚ The United Nations Convention Against Corruption

Index historical performance

The Credit Suisse Social Awareness Index has outperformed major indices: generating ability and overall potential for value creation.

HOLT’s proprietary framework currently includes over 20,000 stocks in more than 60 countries. Companies are comparable across sectors and regions, and over time, because accounting and inflation distortions are systematically treated to assess the underlying economics of the business.

Contact Us

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50

For more information, professional investors should contact their Credit

Suisse representative, or email:

0

Mar-03 Apr-04 May-05 Jun-06 Jul-07 Aug-08 Sep-09 Oct-10

CS Social Awareness DJ World Sustainability hs.indices@credit-suisse.com

FTSE4Good Global 100 MSCI World

Source: Bloomberg

Figures showing the performance of the Credit Suisse Social Awareness Index refer to simulated past performance up to April 2008 and real performance thereafter. Past performance should not be taken as an indication or guarantee of future performance, and no representation or warranty, express or implied, is made regarding future performance.

Credit Suisse Social Awareness Index

Powered by HOLT

®

The best of HOLT is captured in its scoring model, which is used to screen for the most attractive ideas. Tried and tested factors are divided into three categories, which are ranked and then weighted to give an overall score per company.

Operational performance: Identifies companies with appealing corporate performance characteristics

Valuation: Identifies stocks that are attractively valued according to the

HOLT valuation model

Momentum: Identifies stocks gaining from positive market sentiment

How HOLT creates an index

The Credit Suisse Social Awareness

Index is an equally weighted index of

60 stocks that is rebalanced semiannually. The 60 stocks with the highest score according to HOLT’s scoring model are selected for the index.

A global universe of companies which adhere to the 10 principles of the UN Global Compact

Top 300 stocks by market capitalisation

HOLT Screening

Top 60 Stocks

Index risk/return profile

12%

10%

8%

DJ World

Sustainability

CS Social

Awareness

6% MSCI World

4%

FTSE 100

DJ EURO

STOXX 50

2%

DJ Global Titans

FTSE4Good

Global 100

0%

15% 17% 19% 21% 23% 25%

Risk

2

1 Compounded annual return from 14 th March 2003 to 29 th October 2010

2 Annualised realised volatility from 14 th March 2003 to 29 th October 2010

Source: Bloomberg

Figures showing the performance of the Credit Suisse Social Awareness Index refer to simulated past performance up to April 2008 and real performance thereafter. Past performance should not be taken as an indication or guarantee of future performance, and no representation or warranty, express or implied, is made regarding future performance.

Index Regional Breakdown

Current composition in % as of rebalancing date

Rest of World

13%

Non–Japan Asia

7%

Japan

7%

Europe

30%

43%

North America

Source: Credit Suisse HOLT

This material has been prepared by Credit Suisse International. Credit Suisse International is authorised and regulated by the Financial Services Authority, 25 The North Colonnade, Canary Wharf, London,

E14 5HS.

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