| Since 1970-01-01 | Alpha Centauri Investment Management GmbH
ISIN | DE000SLA33E7 |
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. | 14.37% |
1-Day-Return | 1.34% |
MTD Return | 1.08% |
YTD Return | 6.93% |
Volatility p.a. | 0.0415 |
Max. Drawdown | 42.06% |
Information Ratio | 0.44 |
DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
---|---|---|---|---|---|---|
2024-04-26 | DIVIDEND | Continental AG | DE0005439004 | 0.0004 | 0.0010 | EUR |
2024-04-26 | DIVIDEND | Bayer AG | DE000BAY0017 | 0.0000 | 0.0003 | EUR |
2024-04-25 | DIVIDEND | Alfa Laval AB | SE0000695876 | 0.0002 | 0.0008 | SEK |
2024-04-25 | DIVIDEND | Ucb SA | BE0003739530 | 0.0001 | 0.0001 | EUR |
2024-04-25 | DIVIDEND | SIG Group AG | CH0435377954 | 0.0001 | 0.0010 | CHF |
2024-04-25 | DIVIDEND | ASML Holding NV | NL0010273215 | 0.0000 | 0.0000 | EUR |
2024-04-25 | DIVIDEND | Metso Oyj | FI0009014575 | 0.0002 | 0.0024 | EUR |
2024-04-25 | DIVIDEND | BASF SE | DE000BASF111 | 0.0013 | 0.0042 | EUR |
2024-04-24 | DIVIDEND | Legal & General Group PLC | GB0005603997 | 0.0015 | 0.0842 | GBP |
2024-04-24 | DIVIDEND | St James's Place PLC | GB0007669376 | 0.0003 | 0.0097 | GBP |
2024-04-19 | DIVIDEND | Nestle SA | CH0038863350 | 0.0003 | 0.0005 | CHF |
2024-04-12 | DIVIDEND | Elisa Oyj | FI0009007884 | 0.0002 | 0.0007 | EUR |
2024-04-10 | DIVIDEND | Reckitt Benckiser Group PLC | GB00B24CGK77 | 0.0004 | 0.0014 | GBP |
2024-04-03 | DIVIDEND | Rentokil Initial PLC | GB00B082RF11 | 0.0002 | 0.0063 | GBP |
2024-04-01 | DIVIDEND | Swisscom AG | CH0008742519 | 0.0007 | 0.0002 | CHF |
2024-03-27 | DIVIDEND | Smith & Nephew PLC | GB0009223206 | 0.0002 | 0.0021 | USD |
2024-03-27 | DIVIDEND | Volvo AB | SE0000115446 | 0.0010 | 0.0058 | SEK |
2024-03-27 | DIVIDEND | Prudential PLC | GB0007099541 | 0.0001 | 0.0023 | USD |
2024-03-27 | DIVIDEND | CaixaBank SA | ES0140609019 | 0.0009 | 0.0312 | EUR |
2024-03-26 | DIVIDEND | SKF AB | SE0000108227 | 0.0003 | 0.0026 | SEK |
2024-03-21 | DIVIDEND | Nordea Bank Abp | FI4000297767 | 0.0008 | 0.0124 | EUR |
2024-03-21 | DIVIDEND | Essity AB (publ) | SE0009922164 | 0.0003 | 0.0020 | SEK |
2024-03-13 | DIVIDEND | Segro PLC | GB00B5ZN1N88 | 0.0006 | 0.0087 | GBP |
2024-03-13 | DIVIDEND | Abrdn PLC | GB00BF8Q6K64 | 0.0005 | 0.0501 | GBP |
2024-03-13 | DIVIDEND | Anglo American PLC | GB00B1XZS820 | 0.0006 | 0.0040 | USD |
2024-03-13 | DIVIDEND | CRH PLC | IE0001827041 | 0.0000 | 0.0001 | USD |
2024-03-06 | DIVIDEND | Rio Tinto PLC | GB0007188757 | 0.0008 | 0.0022 | GBP |
2024-02-29 | DIVIDEND | Kone Oyj | FI0009013403 | 0.0002 | 0.0009 | EUR |
2024-02-21 | DIVIDEND | AstraZeneca PLC | GB0009895292 | 0.0003 | 0.0004 | GBP |
2024-02-14 | DIVIDEND | Shell PLC | GB00BP6MXD84 | 0.0002 | 0.0009 | USD |
2024-02-14 | DIVIDEND | Imperial Brands PLC | GB0004544929 | 0.0005 | 0.0033 | GBP |
2024-02-08 | DIVIDEND | Siemens AG | DE0007236101 | 0.0002 | 0.0002 | EUR |
2024-02-02 | DIVIDEND | ASML Holding NV | NL0010273215 | 0.0000 | 0.0000 | EUR |
2024-01-17 | DIVIDEND | Games Workshop Group PLC | GB0003718474 | 0.0002 | 0.0002 | GBP |
2024-01-10 | DIVIDEND | Ashtead Group PLC | GB0000536739 | 0.0000 | 0.0001 | USD |
2024-01-10 | DIVIDEND | Sage Group PLC | GB00B8C3BL03 | 0.0002 | 0.0027 | GBP |
2023-12-20 | DIVIDEND | United Utilities Group PLC | GB00B39J2M42 | 0.0004 | 0.0050 | GBP |
2023-12-13 | DIVIDEND | CRH PLC | IE0001827041 | 0.0002 | 0.0004 | USD |
2023-12-07 | DIVIDEND | Coloplast A/S | DK0060448595 | 0.0003 | 0.0004 | DKK |
2023-12-06 | DIVIDEND | Intermediate Capital Group PLC | GB00BYT1DJ19 | 0.0002 | 0.0014 | GBP |
2023-12-06 | DIVIDEND | Investec PLC | GB00B17BBQ50 | 0.0002 | 0.0052 | GBP |