Bastion Diversified Portfolio Index
USD | Since 2018-05-22 | Investivity S.A.
At a glance
| ISIN | DE000A2L0DA3 |
 | |
| Index Allocator | Investivity S.A. |
| Index Currency | USD |
| Index Administrator | LIXX |
Index Allocator Description
Investivity S.A.
Investivity is a Swiss regulated independent Private Investment Office which offers Wealth Management, Asset Management and Private Wealth services, along with a drive for innovation powered by knowledge, experience and the application of state-of-the-art technology. Investivity is part of a privately owned group that has been serving families and their enterprises across the globe for the last forty years.
Index description
The objective of the Index is to reflect the performance an investor can achieve through the strategy of the Index Allocator in the reference market
A Rule Based Trading Strategy. The Bastion Diversified Portfolio Certificate implements a modern, well diversified, core portfolios and it is a cost-efficient implementation of actively managed strategies with several levels of diversification in terms of:
- Asset Class (equity indices, government bonds rates, commodities, equity volatility)
- Geography (developed markets only)
- Investment strategy (e.g. beta, momentum, relative value)
The Bastion Diversified Portfolio has a medium to long-term investment horizon and targets annualised volatility of 5-6%. The desired risk profile is maintained through a sophisticated asset allocation that is actively managed and monitored. The portfolio is rebalanced using several time frames (daily, weekly, and monthly) and invests only in extremely liquid securities (the "Reference Market").
Performance & Risk
Performance
Performance Figures
| Return p.a. | 3.39% |
| 1-Day-Return | -0.09% |
| MTD Return | 0.28% |
| YTD Return | 0.35% |
| Volatility p.a. | 0.0036 |
Risk Figures
| Max. Drawdown | 13.20% |
| Information Ratio | 0.16 |
Detailed Composition Data
Performance
Detail Performance Data
(Re) Allocations
Corporate Actions
| DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
|---|---|---|---|---|---|---|
| 2024-02-07 | DEDUCTION | DE000A2MDNL3 | -1.7683 | -18.7370 | USD | |
| 2024-01-04 | DEDUCTION | DE000A2MDNL3 | -17.9345 | -189.8555 | USD |