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
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