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Alfa Opportunistic Index
USD | Since 2017-03-15 | Generation Alfa S.A.
At a glance
| ISIN | DE000A2DB1E7 |
 | |
| Index Allocator | Generation Alfa S.A. |
| 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 objective of the Index is to replicate a risk return optimized Portfolio of listed instruments, such as High Yield Bonds, Equities, Structured Products, ETFs, and Minifutures denominated in EUR, USD and GBP.
The reference currency of the Index is EUR. The Index is a Total Return Index, i.e. dividend and interest payments will be reinvested in the index. The Index may use leverage.
The Index is a research driven index engineered for the European market
Performance & Risk
Performance
Performance Figures
| Return p.a. | -13.63% |
| 1-Day-Return | 0.00% |
| MTD Return | 0.00% |
| YTD Return | 0.00% |
| Volatility p.a. | 0.0237 |
Risk Figures
| Max. Drawdown | 66.86% |
| Information Ratio | -0.91 |
Detailed Composition Data
Performance
Detail Performance Data
(Re) Allocations
Corporate Actions
| DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
|---|