ICON Market Neutral II Index
USD | Since 2019-12-02 | ICON Asset Management AG
At a glance
| ISIN | DE000A26RR00 |
 | |
| Index Allocator | ICON Asset Management AG |
| Index Currency | USD |
| Index Administrator | LIXX |
Index Allocator Description
ICON Asset Management AG
ICON seeks to provide positive double digit average yearly returns with no negative year throughout market cycles.
ICON is a quantitative Strategy that seeks to systematically exploit investor behavioral biases using artificial intelligence and statistical modelling.
Index description
The Index replicates investments in stocks (mainly Nasdaq and S&P 500 components), index options, S&P 500 futures and VIX futures (each an "Index Component", through an automated systematic non-dicretionary approach and through a process driven option hedging strategy. The investment objective is to achieve long-term positive absolute returns in all market contexts while aiming at maximizing the Sharpe ratio. The Index will be rebalanced periodically.
Performance & Risk
Performance
Performance Figures
Risk Figures
| Max. Drawdown | 21.88% |
Corporate Actions
| DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
|---|---|---|---|---|---|---|
| 2026-07-02 | DEDUCTION | DE000A22MU38 | -28.5265 | -5317.0693 | USD | |
| 2026-05-25 | DEDUCTION | DE000A22MU38 | -2.8599 | -540.5277 | USD | |
| 2026-05-08 | DEDUCTION | DE000A22MU38 | -1.2820 | -243.0536 | USD | |
| 2026-04-30 | DEDUCTION | DE000A22MU38 | -1.9558 | -369.3364 | USD |