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EGONON Global Macro Index
EUR | Since 2019-07-10 | EGONON SA
At a glance
| ISIN | DE000A2YYZB9 |
 | |
| Index Allocator | EGONON SA |
| Index Currency | EUR |
| Index Administrator | LIXX |
Index Allocator Description
Instifolio
The manager employs a proprietary quantitative rule based and systematic algorithm in order to determine the allocations.
Index description
The Index is a total return index following a Discretionary Multi Asset Trading Strategy. The strategy aims at beating a benchmark (made up of an investable) equitable universe. The benchmark consists of an equally weighted (1/N) index of all selected investment Instruments. The asset allocation is selected to beat this benchmark and further to cap the volatility at 4.5%.
Performance & Risk
Performance
Performance Figures
| Return p.a. | 16.73% |
| 1-Day-Return | -0.41% |
| MTD Return | -1.37% |
| YTD Return | 6.77% |
| Volatility p.a. | 0.0066 |
Risk Figures
| Max. Drawdown | 16.42% |
| Information Ratio | 0.50 |
Detailed Composition Data
Performance
Detail Performance Data
(Re) Allocations
Corporate Actions
| DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
|---|---|---|---|---|---|---|
| 2024-03-26 | DIVIDEND | META PLATFORMS INC-CLASS A | US30303M1027 | 0.0016 | 0.0189 | USD |
| 2024-03-26 | DIVIDEND | META PLATFORMS INC-CLASS A | US30303M1027 | 0.0016 | 0.0189 | USD |
| 2024-03-14 | DIVIDEND | MICROSOFT CORP | US5949181045 | 0.0015 | 0.0179 | USD |
| 2024-03-14 | DIVIDEND | MICROSOFT CORP | US5949181045 | 0.0015 | 0.0179 | USD |
| 2024-03-01 | DIVIDEND | INTEL CORP | US4581401001 | 0.0032 | 0.0385 | USD |
| 2024-03-01 | DIVIDEND | INTEL CORP | US4581401001 | 0.0032 | 0.0385 | USD |
| 2024-02-15 | DIVIDEND | APPLE INC | US0378331005 | 0.0014 | 0.0166 | USD |
| 2024-02-15 | DIVIDEND | APPLE INC | US0378331005 | 0.0014 | 0.0166 | USD |
| 2024-01-24 | DIVIDEND | CISCO SYSTEMS INC | US17275R1023 | 0.0060 | 0.0685 | USD |
| 2024-01-24 | DIVIDEND | CISCO SYSTEMS INC | US17275R1023 | 0.0060 | 0.0685 | USD |
| 2023-12-27 | DIVIDEND | ISHARES FRONTIER AND SELECT | US4642861458 | 0.0152 | 0.1703 | USD |
| 2023-12-27 | DIVIDEND | ISHARES FRONTIER AND SELECT | US4642861458 | 0.0152 | 0.1703 | USD |
| 2023-12-22 | DIVIDEND | VANECK URANIUM + NUCLEAR ENE | US92189F6016 | 0.0332 | 0.3740 | USD |
| 2023-12-22 | DIVIDEND | VANECK URANIUM + NUCLEAR ENE | US92189F6016 | 0.0332 | 0.3740 | USD |