| Since 2021-04-20 | Investivity SA
ISIN | DE000A3CMVZ6 |
Index Allocator | Investivity SA |
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. | 31.93% |
1-Day-Return | -0.70% |
MTD Return | -4.44% |
YTD Return | 7.28% |
Volatility p.a. | 0.0221 |
Max. Drawdown | 26.68% |
Information Ratio | 0.47 |
DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
---|---|---|---|---|---|---|
2024-04-25 | DIVIDEND | LVMH MOET HENNESSY LOUIS VUI | FR0000121014 | 0.0042 | 0.0518 | EUR |
2024-04-25 | DIVIDEND | COMET HOLDING AG-REG | CH0360826991 | 0.0007 | 0.0084 | CHF |
2024-04-18 | DIVIDEND | SAPIENS INTERNATIONAL CORP | KYG7T16G1039 | 0.0108 | 0.1314 | USD |
2024-04-15 | DIVIDEND | RAYMOND JAMES FINANCIAL INC | US7547301090 | 0.0040 | 0.0495 | USD |
2024-04-15 | DIVIDEND | LENNOX INTL INC | US5261071071 | 0.0025 | 0.0309 | USD |
2024-04-04 | DIVIDEND | OWENS CORNING | US6907421019 | 0.0040 | 0.0493 | USD |
2024-04-03 | DIVIDEND | LAM RESEARCH CORP | US5128071082 | 0.0022 | 0.0277 | USD |
2024-04-02 | DIVIDEND | PULTE GROUP INC | US7458671010 | 0.0019 | 0.0235 | USD |
2024-04-01 | DIVIDEND | MERITAGE HOMES CORP | US59001A1025 | 0.0049 | 0.0620 | USD |
2024-04-01 | DIVIDEND | MCKESSON CORP | US58155Q1031 | 0.0012 | 0.0157 | USD |
2024-04-01 | DIVIDEND | KFORCE INC | US4937321010 | 0.0054 | 0.0684 | USD |
2024-04-01 | DIVIDEND | ITT INC | US45073V1089 | 0.0025 | 0.0322 | USD |
2024-03-29 | DIVIDEND | TOKYO OHKA KOGYO CO LTD | JP3571800006 | 0.3863 | 4.9309 | JPY |
2024-03-29 | DIVIDEND | CHUGAI PHARMACEUTICAL CO LTD | JP3519400000 | 0.3234 | 4.1282 | JPY |
2024-03-28 | DIVIDEND | BOOKING HOLDINGS INC | US09857L1089 | 0.0025 | 0.0315 | USD |
2024-03-22 | DIVIDEND | NAPCO SECURITY TECHNOLOGIES | US6304021057 | 0.0028 | 0.0356 | USD |
2024-03-22 | DIVIDEND | BLACKROCK INC | US09247X1019 | 0.0065 | 0.0827 | USD |
2024-03-21 | DIVIDEND | QUALCOMM INC | US7475251036 | 0.0057 | 0.0720 | USD |
2024-03-20 | DIVIDEND | STMICROELECTRONICS NV | NL0000226223 | 0.0000 | 0.0000 | USD |
2024-03-18 | DIVIDEND | FUJI SOFT INC | JP3816600005 | 0.2893 | 3.5606 | JPY |
2024-03-15 | DIVIDEND | AGCO CORP | US0010841023 | 0.0025 | 0.0302 | USD |
2024-03-15 | DIVIDEND | BOISE CASCADE CO | US09739D1000 | 0.0015 | 0.0184 | USD |
2024-03-15 | DIVIDEND | CBOE GLOBAL MARKETS INC | US12503M1080 | 0.0031 | 0.0384 | USD |
2024-03-15 | DIVIDEND | HUBBELL INC | US4435106079 | 0.0036 | 0.0439 | USD |
2024-03-15 | DIVIDEND | UFP INDUSTRIES INC | US90278Q1085 | 0.0030 | 0.0365 | USD |
2024-03-14 | DIVIDEND | MICROSOFT CORP | US5949181045 | 0.0019 | 0.0232 | USD |
2024-03-14 | DIVIDEND | APPLIED MATERIALS INC | US0382221051 | 0.0020 | 0.0243 | USD |
2024-03-08 | DIVIDEND | EVERCORE INC - A | US29977A1051 | 0.0045 | 0.0548 | USD |
2024-03-08 | DIVIDEND | RENEW HOLDINGS PLC | GB0005359004 | 0.0064 | 0.0784 | GBP |
2024-03-07 | DIVIDEND | MATSON INC | US57686G1058 | 0.0029 | 0.0361 | USD |
2024-03-04 | DIVIDEND | VALERO ENERGY CORP | US91913Y1001 | 0.0084 | 0.1040 | USD |
2024-03-01 | DIVIDEND | WW GRAINGER INC | US3848021040 | 0.0020 | 0.0243 | USD |
2024-03-01 | DIVIDEND | KLA CORP | US4824801009 | 0.0025 | 0.0306 | USD |
2024-03-01 | DIVIDEND | ARCBEST CORP | US03937C1053 | 0.0010 | 0.0119 | USD |
2024-02-29 | DIVIDEND | OSAKA ORGANIC CHEMICAL IND | JP3187000009 | 0.5207 | 6.4217 | JPY |
2024-02-28 | DIVIDEND | MEC CO LTD | JP3920890005 | 0.2825 | 3.4402 | JPY |
2024-02-27 | DIVIDEND | AMERIPRISE FINANCIAL INC. | US03076C1062 | 0.0036 | 0.0440 | USD |
2024-02-26 | DIVIDEND | CENCORA INC | US03073E1055 | 0.0023 | 0.0277 | USD |
2024-02-23 | DIVIDEND | WILLIAMS-SONOMA INC | US9699041011 | 0.0045 | 0.0540 | USD |
2024-02-15 | DIVIDEND | SMITH (A.O.) CORP | US8318652091 | 0.0041 | 0.0497 | USD |
2024-02-13 | DIVIDEND | DR HORTON INC | US23331A1097 | 0.0021 | 0.0245 | USD |
2024-02-12 | DIVIDEND | BLACKSTONE INC | US09260D1072 | 0.0076 | 0.0925 | USD |
2024-02-07 | DIVIDEND | LENNAR CORP-A | US5260571048 | 0.0034 | 0.0403 | USD |
2024-02-07 | DIVIDEND | VERBIO SE | DE000A0JL9W6 | 0.0044 | 0.0527 | EUR |
2024-02-05 | DIVIDEND | DILLARDS INC-CL A | US2540671011 | 0.0007 | 0.0082 | USD |
2024-01-31 | DIVIDEND | WATSCO INC | US9426222009 | 0.0063 | 0.0734 | USD |
2024-01-31 | DIVIDEND | EMCOR GROUP INC | US29084Q1004 | 0.0009 | 0.0102 | USD |
2024-01-19 | DIVIDEND | ENCORE WIRE CORP | US2925621052 | 0.0001 | 0.0012 | USD |
2024-01-19 | DIVIDEND | OWENS CORNING | US6907421019 | 0.0043 | 0.0490 | USD |
2024-01-19 | DIVIDEND | TRIGANO SA | FR0005691656 | 0.0004 | 0.0041 | EUR |
2024-01-16 | DIVIDEND | RAYMOND JAMES FINANCIAL INC | US7547301090 | 0.0044 | 0.0502 | USD |
2024-01-03 | DIVIDEND | LAM RESEARCH CORP | US5128071082 | 0.0032 | 0.0353 | USD |
2023-12-29 | DIVIDEND | KFORCE INC | US4937321010 | 0.0060 | 0.0678 | USD |
2023-12-29 | DIVIDEND | ITT INC | US45073V1089 | 0.0029 | 0.0335 | USD |
2023-12-29 | DIVIDEND | MERITAGE HOMES CORP | US59001A1025 | 0.0021 | 0.0241 | USD |
2023-12-22 | DIVIDEND | NAPCO SECURITY TECHNOLOGIES | US6304021057 | 0.0031 | 0.0351 | USD |
2023-12-20 | DIVIDEND | VALERO ENERGY CORP | US91913Y1001 | 0.0073 | 0.0823 | USD |
2023-12-20 | DIVIDEND | TERADYNE INC | US8807701029 | 0.0011 | 0.0127 | USD |
2023-12-15 | DIVIDEND | UFP INDUSTRIES INC | US90278Q1085 | 0.0030 | 0.0342 | USD |
2023-12-15 | DIVIDEND | HUBBELL INC | US4435106079 | 0.0045 | 0.0513 | USD |
2023-12-15 | DIVIDEND | BOISE CASCADE CO | US09739D1000 | 0.0506 | 0.5742 | USD |
2023-12-15 | DIVIDEND | AGCO CORP | US0010841023 | 0.0024 | 0.0271 | USD |
2023-12-15 | DIVIDEND | UMS HOLDINGS LTD | SG1J94892465 | 0.0000 | 0.0001 | SGD |
2023-12-13 | DIVIDEND | STMICROELECTRONICS NV | NL0000226223 | -0.0000 | -0.0000 | USD |
2023-12-12 | DIVIDEND | UNITEDHEALTH GROUP INC | US91324P1021 | 0.0039 | 0.0435 | USD |
2023-12-11 | DIVIDEND | SNAP-ON INC | US8330341012 | 0.0070 | 0.0777 | USD |
2023-12-11 | DIVIDEND | JEOL LTD | JP3735000006 | 0.2399 | 2.6489 | JPY |
2023-12-05 | DIVIDEND | KDDI CORPORATION | JP3496400007 | 0.5192 | 5.6190 | JPY |
2023-12-05 | DIVIDEND | TOYO SUISAN KAISHA LTD | JP3613000003 | 0.3179 | 3.4402 | JPY |
2023-12-05 | DIVIDEND | DAIFUKU CO LTD | JP3497400006 | 0.1928 | 2.0871 | JPY |
2023-12-05 | DIVIDEND | TIS INC | JP3104890003 | 0.1621 | 1.7545 | JPY |
2023-12-01 | DEDUCTION | DE000A3GRPB9 | -1.3254 | -14.3508 | EUR |