USD | Since 2020-04-17 | Icon Asset Management AG
ISIN | DE000A2GHNE1 |
Index Allocator | Icon Asset Management AG |
Index Currency | USD |
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 a multi-asset strategy linked to equities, futures, options, options on futures, volatility futures, ETFs and equity indices. The Index Allocator selects members of the Index (each an "Index Component"), through a mixed systematic and process driven discretionary approach. The investment objective is to achieve long-term positive absolute returns in all market contexts (an all-weather strategy) while maximizing the Sharpe ratio under a low average maximum target volatility constraint close to 5%, therefore providing investors a risk profile similar to an investment grade bond portfolio with the performance profile of an equity product. The Index will be rebalanced periodically
Return p.a. | 2.61% |
1-Day-Return | -0.14% |
MTD Return | -1.15% |
YTD Return | -3.79% |
Volatility p.a. | 0.0072 |
Max. Drawdown | 13.06% |
Information Ratio | 0.58 |
DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
---|---|---|---|---|---|---|
2024-04-04 | DIVIDEND | PIMCO ENHANCED SHORT MATURIT | US72201R8337 | 0.1638 | 20.0695 | USD |
2024-03-25 | DIVIDEND | ASTRAZENECA PLC-SPONS ADR | US0463531089 | 0.0462 | 5.6343 | USD |
2024-03-18 | DIVIDEND | PAYCOM SOFTWARE INC | US70432V1026 | 0.0031 | 0.3792 | USD |
2024-03-18 | DEDUCTION | DE000A28MEG0 | -8.8023 | -1071.3207 | USD | |
2024-03-14 | DIVIDEND | MICROSOFT CORP | US5949181045 | 0.0084 | 1.0219 | USD |
2024-03-08 | DIVIDEND | UNITED PARCEL SERVICE-CL B | US9113121068 | 0.0217 | 2.6401 | USD |
2024-03-06 | DEDUCTION | DE000A28MEG0 | -31.9702 | -3866.3929 | USD | |
2024-03-01 | DIVIDEND | BUNGE GLOBAL SA | CH1300646267 | 0.0141 | 1.6790 | USD |
2024-03-01 | DIVIDEND | CONOCOPHILLIPS | US20825C1045 | 0.0139 | 1.6539 | USD |
2024-03-01 | DEDUCTION | DE000A28MEG0 | -32.5193 | -3866.3824 | EUR | |
2024-02-06 | DIVIDEND | PIMCO ENHANCED SHORT MATURIT | US72201R8337 | 0.2016 | 24.1233 | USD |
2024-01-03 | DIVIDEND | PIMCO ENHANCED SHORT MATURIT | US72201R8337 | 0.2085 | 25.7624 | USD |
2023-12-20 | DIVIDEND | ELECTRONIC ARTS INC | US2855121099 | 0.0021 | 0.2591 | USD |
2023-12-15 | DIVIDEND | CSX CORP | US1264081035 | 0.0046 | 0.5769 | USD |
2023-12-15 | DIVIDEND | CORTEVA INC | US22052L1044 | 0.0051 | 0.6400 | USD |
2023-12-11 | DIVIDEND | MARATHON PETROLEUM CORP | US56585A1025 | 0.0084 | 1.0455 | USD |
2023-12-07 | DEDUCTION | DE000A28MEG0 | -3.8608 | -473.3684 | USD |