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Necker GT Global Equity Strategy Index

USD | Since 2022-01-27 | Necker Gestion Privee

At a glance
Index Allocator D&D 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 replicates a multi asset strategy linked to equities, bond, commodities and currency markets. The Index Allocator selects members of the Index (each an "Index Component"), using a proprietary quantitative model combined with identifying macro trends. The Index targets to achieve a consistent positive return (market neutral) within a low volatility framework by daily risk-monitoring the strategy. The Index will be rebalanced periodically.

Performance & Risk

Performance
Performance Figures
Return p.a. 8.92%
1-Day-Return -14.81%
MTD Return -0.44%
YTD Return -4.15%
Volatility p.a. 0.0699
Risk Figures
Max. Drawdown 52.76%

Composition

High Level Composition Data

Corporate Actions

DATE TYPE INSTRUMENT ISIN/IDENTIFIER WEIGHT % AMOUNT CURRENCY

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