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6T Global Macro Index
USD | Since 1970-01-01 | Cité Gestion SA
At a glance
| ISIN | DE000A3C4L44 |
 | |
| Index Allocator | Cité Gestion SA |
| Index Currency | USD |
| Index Administrator | LIXX |
Index Allocator Description
Instifolio
The manager employs a proprietary quantitative rule based and systematic algorithm in order to determine the allocations.
Index description
The Index is a long short global equity strategy based on a propriatary model investing in a long short equity portfolio. The model is using newsflow, price movements and other indicators.
Performance & Risk
Performance
Performance Figures
| Return p.a. | -1.72% |
| 1-Day-Return | -0.16% |
| MTD Return | 0.83% |
| YTD Return | -1.72% |
| Volatility p.a. | 0.0027 |
Risk Figures
| Max. Drawdown | 15.83% |
| Information Ratio | 0.14 |
Corporate Actions
| DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
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