| Since 1970-01-01 | Alpha Centauri Investment Management GmbH
ISIN | DE000SLA33D9 |
Index Allocator | Alpha Centauri Investment Management GmbH |
Index Administrator | LIXX |
The manager employs a proprietary quantitative rule based and systematic algorithm in order to determine the allocations.
From the Index Universe, the algorithm chooses such components which fulfill the Index Component Selection Criteria. The strategy’s objective is to produce buy and sell signals of different market indices and equities. Based on these identified signals, the strategy allocates the component to the Index.
The allocation model derives the allocations to each Index Component based on price activity, liquid-ity, applicable technical data inputs, news flow, technical indicators, market access costs and other relevant factors.
In addition, cash holdings within the Index can be represented through highly liquid money market funds or foreign exchange spot positions. When the selection model detects a new signal, the Index Components will be reweighted. The regular screening for signals is done on a continuous basis.
Return p.a. | 5.63% |
1-Day-Return | 0.88% |
MTD Return | -1.14% |
YTD Return | 0.77% |
Volatility p.a. | 0.0377 |
Max. Drawdown | 40.73% |
Information Ratio | 0.24 |
DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
---|---|---|---|---|---|---|
2024-04-26 | DIVIDEND | Heineken Holding NV | NL0000008977 | 0.0002 | 0.0003 | EUR |
2024-04-25 | DIVIDEND | Hemnet Group AB (publ) | SE0015671995 | 0.0000 | 0.0000 | SEK |
2024-04-24 | DIVIDEND | Greggs PLC | GB00B63QSB39 | 0.0003 | 0.0011 | GBP |
2024-04-23 | DIVIDEND | Topdanmark A/S | DK0060477503 | 0.0001 | 0.0004 | DKK |
2024-04-23 | DIVIDEND | BKW AG | CH0130293662 | 0.0001 | 0.0001 | CHF |
2024-04-17 | DIVIDEND | Serco Group PLC | GB0007973794 | 0.0000 | 0.0027 | GBP |
2024-04-10 | DIVIDEND | Man Group PLC | JE00BJ1DLW90 | 0.0003 | 0.0119 | USD |
2024-04-08 | DIVIDEND | Raiffeisen Bank International AG | AT0000606306 | 0.0002 | 0.0015 | EUR |
2024-04-05 | DIVIDEND | Inficon Holding AG | CH0011029946 | 0.0000 | 0.0000 | CHF |
2024-04-03 | DIVIDEND | Direct Line Insurance Group PLC | GB00BY9D0Y18 | 0.0004 | 0.0199 | GBP |
2024-04-03 | DIVIDEND | Telefonaktiebolaget LM Ericsson | SE0000108656 | 0.0001 | 0.0016 | SEK |
2024-04-03 | DIVIDEND | IMI PLC | GB00BGLP8L22 | 0.0001 | 0.0008 | GBP |
2024-03-27 | DIVIDEND | Travis Perkins PLC | GB00BK9RKT01 | 0.0000 | 0.0004 | GBP |
2024-03-20 | DIVIDEND | Glanbia PLC | IE0000669501 | 0.0001 | 0.0005 | EUR |
2024-03-20 | DIVIDEND | Orion Oyj | FI0009014377 | 0.0002 | 0.0006 | EUR |
2024-03-20 | DIVIDEND | Beazley PLC | GB00BYQ0JC66 | 0.0003 | 0.0047 | GBP |
2024-03-20 | DIVIDEND | Hikma Pharmaceuticals PLC | GB00B0LCW083 | 0.0003 | 0.0016 | USD |
2024-03-20 | DIVIDEND | Pearson PLC | GB0006776081 | 0.0001 | 0.0010 | GBP |
2024-03-15 | DIVIDEND | STMicroelectronics NV | NL0000226223 | 0.0000 | 0.0001 | USD |
2024-03-13 | DIVIDEND | HALEON PLC | GB00BMX86B70 | 0.0005 | 0.0167 | GBP |
2024-03-06 | DIVIDEND | Berkeley Group Holdings PLC | GB00BLJNXL82 | 0.0001 | 0.0003 | GBP |
2024-02-28 | DIVIDEND | Hays PLC | GB0004161021 | 0.0000 | 0.0045 | GBP |
2024-02-21 | DIVIDEND | Virgin Money UK PLC | GB00BD6GN030 | 0.0001 | 0.0036 | GBP |
2024-02-02 | DIVIDEND | thyssenkrupp AG | DE0007500001 | 0.0001 | 0.0012 | EUR |
2024-01-31 | DIVIDEND | SSP Group PLC | GB00BGBN7C04 | 0.0001 | 0.0027 | GBP |
2024-01-26 | DIVIDEND | Nokia Oyj | FI0009000681 | 0.0001 | 0.0045 | EUR |
2023-12-27 | DIVIDEND | BT Group PLC | GB0030913577 | 0.0007 | 0.0640 | GBP |
2023-12-20 | DIVIDEND | Britvic PLC | GB00B0N8QD54 | 0.0001 | 0.0012 | GBP |
2023-12-15 | DIVIDEND | Viscofan SA | ES0184262212 | 0.0000 | 0.0001 | EUR |
2023-12-08 | DIVIDEND | STMicroelectronics NV | NL0000226223 | 0.0000 | 0.0000 | USD |
2023-12-06 | DIVIDEND | Energean PLC | GB00BG12Y042 | 0.0002 | 0.0022 | USD |