EUR | Since 2020-09-01 | ICON Asset Management AG
ISIN | DE000A2GHGQ9 |
Index Allocator | ICON Asset Management AG |
Index Currency | EUR |
Index Administrator | LIXX |
Elias Nechachby CFA
MoSAIQ seeks to provide positive double digit average yearly returns with no negative year throughout market cycles.
MoSAIQ is a quantitative Strategy that seeks to systematically exploit investor behavioral biases using artificial intelligence and statistical modelling.
The Index replicates investments in Stocks, Forex, Futures, Bonds and options (each an "Index Com-ponent"), through currently 20+ automated systematic non-discretionary approaches. The index de-ploys automated trading strategies, where through a portfolio of strategies it can trade in many different financial instruments, such as Forex, Futures, Bonds and Options. Markets that are currently trad-ed are Financial Futures and Forex worldwide. The strategies within the index follow quantitative principles; among them trends, break outs, momentum, mean reverse and ranking. A process driven Options Strategy with discretionary execution capabilities for hedging purposes could be added at the managers discretion.
Return p.a. | 1.84% |
1-Day-Return | -0.00% |
MTD Return | -0.64% |
YTD Return | -3.90% |
Volatility p.a. | 0.0058 |
Max. Drawdown | 8.63% |
Information Ratio | 0.05 |
DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
---|---|---|---|---|---|---|
2024-03-13 | DEDUCTION | DE000A28K2A1 | -160.6323 | -16005.8613 | EUR | |
2024-03-13 | DEDUCTION | DE000A28K2A1 | -160.6323 | -16005.8613 | EUR | |
2024-03-04 | DEDUCTION | DE000A28K2A1 | -240.3215 | -23980.8990 | EUR | |
2024-03-04 | DEDUCTION | DE000A28K2A1 | -240.3215 | -23980.8990 | EUR | |
2024-02-27 | DEDUCTION | DE000A28K2A1 | -19.0985 | -1913.3910 | EUR | |
2024-02-27 | DEDUCTION | DE000A28K2A1 | -19.0985 | -1913.3910 | EUR |