ICON MoSAIQ Carmika Market Neutral I Index
USD | Since 2020-01-17 | Icon Asset Management AG
At a glance
| ISIN | DE000A26RYQ0 |
 | |
| Index Allocator | Icon Asset Management AG |
| Index Currency | USD |
| Index Administrator | LIXX |
Index Allocator Description
ICON Asset Management AG
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.
Index description
The Index replicates investments in stocks (mainly Nasdaq and S&P 500 components), index options, S&P 500 futures and VIX futures (each an "Index Component", through an automated systematic non-dicretionary approach and through a process driven option hedging strategy. The investment objective is to achieve long-term positive absolute returns in all market contexts while aiming at maximizing the Sharpe ratio. The Index will be rebalanced periodically.
Performance & Risk
Performance
Performance Figures
| Return p.a. | 4.24% |
| 1-Day-Return | -0.10% |
| MTD Return | -2.34% |
| YTD Return | -7.25% |
| Volatility p.a. | 0.0245 |
Risk Figures
| Max. Drawdown | 19.64% |
| Information Ratio | 0.63 |
Detailed Composition Data
Performance
Detail Performance Data
(Re) Allocations
Corporate Actions
| DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
|---|---|---|---|---|---|---|
| 2024-04-15 | DEDUCTION | DE000A275XR4 | -1.2857 | -189.0720 | USD | |
| 2024-04-04 | DIVIDEND | PIMCO ENHANCED SHORT MATURIT | US72201R8337 | 0.0558 | 8.3390 | USD |
| 2024-03-25 | DIVIDEND | ASTRAZENECA PLC-SPONS ADR | US0463531089 | 0.0641 | 9.5927 | USD |
| 2024-03-18 | DIVIDEND | PAYCOM SOFTWARE INC | US70432V1026 | 0.0056 | 0.8396 | USD |
| 2024-03-18 | DEDUCTION | DE000A275XR4 | -2.5682 | -382.4954 | USD | |
| 2024-03-14 | DIVIDEND | MICROSOFT CORP | US5949181045 | 0.0124 | 1.8580 | USD |
| 2024-03-08 | DIVIDEND | UNITED PARCEL SERVICE-CL B | US9113121068 | 0.0319 | 4.7312 | USD |
| 2024-03-01 | DIVIDEND | BUNGE GLOBAL SA | CH1300646267 | 0.0202 | 3.0310 | USD |
| 2024-03-01 | DIVIDEND | CONOCOPHILLIPS | US20825C1045 | 0.0199 | 2.9852 | USD |
| 2024-02-14 | DEDUCTION | DE000A275XR4 | -1.7754 | -254.0269 | USD | |
| 2024-02-06 | DIVIDEND | PIMCO ENHANCED SHORT MATURIT | US72201R8337 | 0.1125 | 16.4000 | USD |
| 2024-01-03 | DIVIDEND | PIMCO ENHANCED SHORT MATURIT | US72201R8337 | 0.1131 | 17.5715 | USD |
| 2023-12-20 | DIVIDEND | ELECTRONIC ARTS INC | US2855121099 | 0.0036 | 0.5605 | USD |
| 2023-12-15 | DIVIDEND | CORTEVA INC | US22052L1044 | 0.0092 | 1.4391 | USD |
| 2023-12-15 | DIVIDEND | CSX CORP | US1264081035 | 0.0079 | 1.2342 | USD |
| 2023-12-11 | DIVIDEND | MARATHON PETROLEUM CORP | US56585A1025 | 0.0145 | 2.2208 | USD |