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Equity/Volatility Index

USD | Since 2020-09-11 | Kepler Cheuvreux (Suisse) SA

At a glance
ISIN DE000A2QCCJ3
Index Allocator Kepler Cheuvreux (Suisse) SA
Index Currency USD
Index Administrator LIXX
Index Allocator Description

Kepler Cheuvreux (Suisse) SA

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

 

Index description

The Index replicated a multi assets allocation linked to structured products. These products can be issued by any institutions, financials or not. The strategy may also include equities, bond, commodities and currency markets.
The Index targets to achieve a combination of smart Beta to the Equity markets while also providing some protection thanks to the barrier of structured products. It may also bring diversification thanks to fixed income, funds and commodities structured products.
The number of Index Components within the Index may vary over time. Each Index Component must have a weighting between 0% and 100%.
The Index is not designed as an "index" pursuant to Regulation (EU) 2016/2011 of the European Parliament and the Council of 8 June 2016 (the Benchmark Regulation).

Performance & Risk

Performance
Performance Figures
Return p.a. -21.78%
1-Day-Return -23.13%
MTD Return -24.07%
YTD Return -27.67%
Volatility p.a. 0.0132
Risk Figures
Max. Drawdown 29.78%

Composition

High Level Composition Data

 

Detailed Composition Data

Performance

Detail Performance Data

(Re) Allocations

Corporate Actions

DATE TYPE INSTRUMENT ISIN/IDENTIFIER WEIGHT % AMOUNT CURRENCY
2024-04-16 DEDUCTION DE000A3GKTR2 -317.7464 -3723.8912 USD
2024-04-16 DEDUCTION DE000A3GKTR2 -317.7464 -3723.8912 USD
2024-04-15 DEDUCTION DE000A3GKTR2 -6.2438 -74.2643 USD
2024-04-15 DEDUCTION DE000A3GKTR2 -107.8473 -1282.7469 USD
2024-04-15 DEDUCTION DE000A3GKTR2 -6.2438 -74.2643 USD
2024-04-15 DEDUCTION DE000A3GKTR2 -107.8473 -1282.7469 USD
2024-04-15 ADDITION DE000A3GKTR2 6.2402 74.2214 USD
2024-04-15 ADDITION DE000A3GKTR2 6.2402 74.2214 USD
2024-01-17 ADDITION DE000A3GKTR2 9.5985 119.9895 USD
2024-01-17 ADDITION DE000A3GKTR2 9.5985 119.9895 USD
2024-01-02 DIVIDEND Cash Dividend /ISIN/LU1740273310 Ref. CA : 2301820496003 LU1740273310 2.2335 28.0775 USD
2024-01-02 DIVIDEND Cash Dividend /ISIN/LU1740273310 Ref. CA : 2301820496003 LU1740273310 2.2335 28.0775 USD
2023-12-28 DEDUCTION DE000A3GKTR2 -131.4603 -1621.6540 USD
2023-12-28 DEDUCTION DE000A3GKTR2 -131.4603 -1621.6540 USD
2023-12-04 DEDUCTION DE000A3GKTR2 -29.8402 -366.5466 USD
2023-12-04 DEDUCTION DE000A3GKTR2 -29.8402 -366.5466 USD

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