« Back
ICON MoSAIQ Carmika Market Neutral II Index
USD | Since 2019-12-02 | Icon Asset Management AG
At a glance
| ISIN | DE000A26RR00 |
 | |
| 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. | 2.94% |
| 1-Day-Return | -0.09% |
| MTD Return | -2.10% |
| YTD Return | -6.30% |
| Volatility p.a. | 0.0276 |
Risk Figures
| Max. Drawdown | 21.88% |
| Information Ratio | 1.00 |
Detailed Composition Data
Performance
Detail Performance Data
(Re) Allocations
Corporate Actions
| DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
|---|---|---|---|---|---|---|
| 2024-04-24 | DEDUCTION | DE000A22MU38 | -0.4300 | -83.8771 | USD | |
| 2024-04-24 | DEDUCTION | DE000A22MU38 | -0.3794 | -74.0108 | USD | |
| 2024-04-23 | ADDITION | DE000A22MU38 | 0.0248 | 4.8843 | USD | |
| 2024-04-12 | DEDUCTION | DE000A22MU38 | -0.0509 | -10.0247 | USD | |
| 2024-04-05 | ADDITION | DE000A22MU38 | 0.3285 | 65.2239 | USD | |
| 2024-04-05 | DEDUCTION | DE000A22MU38 | -0.2778 | -55.1593 | USD | |
| 2024-04-04 | DIVIDEND | PIMCO ENHANCED SHORT MATURIT | US72201R8337 | 0.0607 | 12.0893 | USD |
| 2024-04-02 | DEDUCTION | DE000A22MU38 | -0.1504 | -29.8796 | USD | |
| 2024-04-01 | DEDUCTION | DE000A22MU38 | -0.1519 | -30.2273 | USD | |
| 2024-03-27 | DEDUCTION | DE000A22MU38 | -0.0247 | -4.9524 | USD | |
| 2024-03-25 | DEDUCTION | DE000A22MU38 | -0.1018 | -20.1409 | USD | |
| 2024-03-25 | DIVIDEND | ASTRAZENECA PLC-SPONS ADR | US0463531089 | 0.0624 | 12.3423 | USD |
| 2024-03-21 | DEDUCTION | DE000A22MU38 | -0.0495 | -9.9284 | USD | |
| 2024-03-19 | DEDUCTION | DE000A22MU38 | -0.6713 | -132.7905 | USD | |
| 2024-03-18 | DEDUCTION | DE000A22MU38 | -0.2511 | -49.3945 | USD | |
| 2024-03-18 | DIVIDEND | PAYCOM SOFTWARE INC | US70432V1026 | 0.0055 | 1.0785 | USD |
| 2024-03-14 | DEDUCTION | DE000A22MU38 | -0.0251 | -4.9790 | USD | |
| 2024-03-14 | DIVIDEND | MICROSOFT CORP | US5949181045 | 0.0120 | 2.3858 | USD |
| 2024-03-11 | DEDUCTION | DE000A22MU38 | -0.0245 | -4.8727 | USD | |
| 2024-03-08 | DIVIDEND | UNITED PARCEL SERVICE-CL B | US9113121068 | 0.0317 | 6.2142 | USD |
| 2024-03-05 | DEDUCTION | DE000A22MU38 | -0.2289 | -44.1473 | USD | |
| 2024-03-04 | ADDITION | DE000A22MU38 | 0.1251 | 24.4755 | USD | |
| 2024-03-01 | DIVIDEND | CONOCOPHILLIPS | US20825C1045 | 0.0198 | 3.9067 | USD |
| 2024-03-01 | DIVIDEND | BUNGE GLOBAL SA | CH1300646267 | 0.0201 | 3.9667 | USD |
| 2024-02-23 | DEDUCTION | DE000A22MU38 | -0.0244 | -4.7218 | USD | |
| 2024-02-23 | DEDUCTION | DE000A22MU38 | -0.1697 | -32.8098 | USD | |
| 2024-02-22 | DEDUCTION | DE000A22MU38 | -0.0485 | -9.4121 | USD | |
| 2024-02-22 | DEDUCTION | DE000A22MU38 | -0.0485 | -9.4121 | USD | |
| 2024-02-20 | ADDITION | DE000A22MU38 | 0.1739 | 32.8842 | USD | |
| 2024-02-15 | DEDUCTION | DE000A22MU38 | -0.0248 | -4.6697 | USD | |
| 2024-02-09 | DEDUCTION | DE000A22MU38 | -0.0245 | -4.7593 | USD | |
| 2024-02-08 | ADDITION | DE000A22MU38 | 0.5400 | 104.4878 | USD | |
| 2024-02-08 | ADDITION | DE000A22MU38 | 0.0736 | 14.2368 | USD | |
| 2024-02-06 | DIVIDEND | PIMCO ENHANCED SHORT MATURIT | US72201R8337 | 0.1220 | 23.3971 | USD |
| 2024-01-23 | ADDITION | DE000A22MU38 | 0.0245 | 4.7691 | USD | |
| 2024-01-22 | DEDUCTION | DE000A22MU38 | -0.5181 | -100.3684 | USD | |
| 2024-01-19 | ADDITION | DE000A22MU38 | 0.0744 | 14.2793 | USD | |
| 2024-01-19 | DEDUCTION | DE000A22MU38 | -0.2479 | -47.5834 | USD | |
| 2024-01-12 | ADDITION | DE000A22MU38 | 0.6264 | 126.5156 | USD | |
| 2024-01-05 | ADDITION | DE000A22MU38 | 0.4966 | 100.8391 | USD | |
| 2024-01-04 | DEDUCTION | DE000A22MU38 | -0.1793 | -36.2942 | USD | |
| 2024-01-03 | DIVIDEND | PIMCO ENHANCED SHORT MATURIT | US72201R8337 | 0.1231 | 25.1372 | USD |
| 2024-01-02 | DEDUCTION | DE000A22MU38 | -0.1012 | -20.9752 | USD | |
| 2023-12-21 | ADDITION | DE000A22MU38 | 0.3787 | 77.6672 | USD | |
| 2023-12-21 | DEDUCTION | DE000A22MU38 | -0.0505 | -10.3612 | USD | |
| 2023-12-20 | DIVIDEND | ELECTRONIC ARTS INC | US2855121099 | 0.0034 | 0.6916 | USD |
| 2023-12-19 | DEDUCTION | DE000A22MU38 | -0.8733 | -181.1736 | USD | |
| 2023-12-18 | ADDITION | DE000A22MU38 | 0.0246 | 5.0709 | USD | |
| 2023-12-18 | ADDITION | DE000A22MU38 | 0.4493 | 92.4346 | USD | |
| 2023-12-15 | DIVIDEND | CORTEVA INC | US22052L1044 | 0.0093 | 1.9122 | USD |
| 2023-12-15 | DIVIDEND | CSX CORP | US1264081035 | 0.0079 | 1.6262 | USD |
| 2023-12-13 | DEDUCTION | DE000A22MU38 | -0.0245 | -5.0549 | USD | |
| 2023-12-11 | DIVIDEND | MARATHON PETROLEUM CORP | US56585A1025 | 0.0134 | 2.7025 | USD |
| 2023-12-05 | DEDUCTION | DE000A22MU38 | -0.4274 | -84.6286 | USD | |
| 2023-12-01 | DEDUCTION | DE000A22MU38 | -0.0246 | -4.9247 | USD |