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Dynamic Equity Active Return Index

USD | Since 2023-09-12 |

At a glance
ISIN DE000A3EVL07
Index Allocator SAME Advisory Services (Overseas) Ltd.
Index Currency USD
Index Administrator LIXX
Index Allocator Description

SAME Advisory Services (Overseas) Ltd.

The manager employs a proprietary quantitative rule based and systematic algorithm in order to determine the allocations.

 

Index description

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.

Performance & Risk

Performance
Performance Figures
Return p.a. -0.97%
1-Day-Return -0.03%
MTD Return -2.05%
YTD Return -0.97%
Volatility p.a. 0.0024
Risk Figures
Max. Drawdown 3.10%
Information Ratio 0.76

Composition

High Level Composition Data

 

Detailed Composition Data

Performance

Detail Performance Data

(Re) Allocations

Corporate Actions

DATE TYPE INSTRUMENT ISIN/IDENTIFIER WEIGHT % AMOUNT CURRENCY
2024-04-18 ADDITION DE000A3G7XF1 30.4396 311.8735 USD
2024-03-26 DIVIDEND Cash Dividend /ISIN/US25460G1388 Ref. CA : 2401875801003 US25460G1388 0.0190 0.1988 USD
2024-01-26 DEDUCTION DE000A3G7XF1 -0.0354 -0.3630 USD
2024-01-11 DEDUCTION DE000A3G7XF1 -0.1062 -1.0946 USD
2023-12-06 DEDUCTION DE000A3G7XF1 -0.2975 -3.0604 USD

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