USD | Since 2022-01-17 | Kepler Cheuvreux (Suisse) SA
ISIN | DE000A3C9K24 |
Index Allocator | Kepler Cheuvreux (Suisse) SA |
Index Currency | USD |
Index Administrator | LIXX |
The manager employs a proprietary quantitative rule based and systematic algorithm in order to determine the allocations.
From the Index Universe, the algorithm chooses such components which fulfill the Index Component Selection Criteria. The strategy’s objective is to produce buy and sell signals of different market indices and equities. Based on these identified signals, the strategy allocates the component to the Index.
The allocation model derives the allocations to each Index Component based on price activity, liquid-ity, applicable technical data inputs, news flow, technical indicators, market access costs and other relevant factors.
In addition, cash holdings within the Index can be represented through highly liquid money market funds or foreign exchange spot positions. When the selection model detects a new signal, the Index Components will be reweighted. The regular screening for signals is done on a continuous basis.
Return p.a. | 18.68% |
1-Day-Return | -0.02% |
MTD Return | -3.75% |
YTD Return | 4.66% |
Volatility p.a. | 0.0116 |
Max. Drawdown | 11.68% |
Information Ratio | 0.28 |
DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
---|---|---|---|---|---|---|
2024-04-18 | DEDUCTION | DE000A3GWGE2 | -0.0890 | -0.9360 | USD | |
2024-04-11 | ADDITION | DE000A3GWGE2 | 0.3986 | 4.3916 | USD | |
2024-04-11 | DIVIDEND | SALESFORCE INC | US79466L3024 | 0.0013 | 0.0142 | USD |
2024-04-10 | DEDUCTION | DE000A3GWGE2 | -0.7963 | -8.6948 | USD | |
2024-04-08 | ADDITION | DE000A3GWGE2 | 0.3793 | 4.1916 | USD | |
2024-04-05 | ADDITION | DE000A3GWGE2 | 0.3985 | 4.3844 | USD | |
2024-04-01 | DIVIDEND | BROADCOM INC | US11135F1012 | 0.0039 | 0.0433 | USD |
2024-03-26 | DIVIDEND | META PLATFORMS INC-CLASS A | US30303M1027 | 0.0015 | 0.0169 | USD |
2024-03-26 | ADDITION | DE000A3GWGE2 | 0.8036 | 8.8775 | USD | |
2024-03-25 | ADDITION | DE000A3GWGE2 | 0.3489 | 3.8668 | USD | |
2024-03-22 | ADDITION | DE000A3GWGE2 | 0.3451 | 3.8340 | USD | |
2024-03-21 | DIVIDEND | COMM SERV SELECT SECTOR SPDR | US81369Y8527 | 0.0182 | 0.2030 | USD |
2024-03-21 | DIVIDEND | FINANCIAL SELECT SECTOR SPDR | US81369Y6059 | 0.0254 | 0.2828 | USD |
2024-03-21 | DIVIDEND | INDUSTRIAL SELECT SECT SPDR | US81369Y7040 | 0.0210 | 0.2333 | USD |
2024-03-21 | DIVIDEND | TECHNOLOGY SELECT SECT SPDR | US81369Y8030 | 0.0112 | 0.1247 | USD |
2024-03-15 | ADDITION | DE000A3GWGE2 | 0.9115 | 9.8383 | USD | |
2024-03-14 | DEDUCTION | DE000A3GWGE2 | -0.1171 | -1.2733 | USD | |
2024-03-14 | DIVIDEND | MICROSOFT CORP | US5949181045 | 0.0029 | 0.0315 | USD |
2024-03-07 | DIVIDEND | AMGEN INC | US0311621009 | 0.0120 | 0.1294 | USD |
2024-03-07 | DIVIDEND | ISHARES 20+ YEAR TREASURY BO | US4642874329 | 0.0428 | 0.4637 | USD |
2024-03-04 | DEDUCTION | DE000A3GWGE2 | -3.6255 | -39.2194 | USD | |
2024-03-04 | DEDUCTION | DE000A3GWGE2 | -0.4493 | -4.8609 | USD | |
2024-02-22 | ADDITION | DE000A3GWGE2 | 3.6942 | 39.4839 | USD | |
2024-02-21 | ADDITION | DE000A3GWGE2 | 0.4349 | 4.5700 | USD | |
2024-02-16 | DIVIDEND | COSTCO WHOLESALE CORP | US22160K1051 | 0.0020 | 0.0215 | USD |
2024-02-15 | DIVIDEND | APPLE INC | US0378331005 | 0.0019 | 0.0202 | USD |
2024-02-13 | ADDITION | DE000A3GWGE2 | 0.1664 | 1.7395 | USD | |
2024-02-12 | ADDITION | DE000A3GWGE2 | 2.5391 | 26.9921 | USD | |
2024-02-09 | DEDUCTION | DE000A3GWGE2 | -0.1850 | -1.9784 | USD | |
2024-02-07 | DIVIDEND | ISHARES 20+ YEAR TREASURY BO | US4642874329 | 0.0423 | 0.4508 | USD |
2024-02-07 | ADDITION | DE000A3GWGE2 | 0.5969 | 6.3575 | USD | |
2024-02-06 | ADDITION | DE000A3GWGE2 | 1.6812 | 17.8198 | USD | |
2024-01-31 | DIVIDEND | SPDR S&P 500 ETF TRUST | US78462F1030 | 0.0804 | 0.8357 | USD |
2024-01-26 | ADDITION | DE000A3GWGE2 | 0.2836 | 2.9770 | USD | |
2024-01-23 | DEDUCTION | DE000A3GWGE2 | -2.7749 | -28.8880 | USD | |
2024-01-22 | ADDITION | DE000A3GWGE2 | 0.7269 | 7.5910 | USD | |
2024-01-18 | ADDITION | DE000A3GWGE2 | 0.2328 | 2.3910 | USD | |
2024-01-15 | DEDUCTION | DE000A3GWGE2 | -0.3726 | -3.8256 | USD | |
2024-01-10 | ADDITION | DE000A3GWGE2 | 0.2620 | 2.6824 | USD | |
2023-12-21 | DIVIDEND | CONSUMER DISCRETIONARY SELT | US81369Y4070 | 0.0063 | 0.0640 | USD |
2023-12-21 | DIVIDEND | TECHNOLOGY SELECT SECT SPDR | US81369Y8030 | 0.0077 | 0.0786 | USD |
2023-12-21 | DIVIDEND | FINANCIAL SELECT SECTOR SPDR | US81369Y6059 | 0.0171 | 0.1743 | USD |
2023-12-21 | DIVIDEND | COMM SERV SELECT SECTOR SPDR | US81369Y8527 | 0.0085 | 0.0870 | USD |
2023-12-20 | DIVIDEND | ISHARES 20+ YEAR TREASURY BO | US4642874329 | 0.0432 | 0.4374 | USD |
2023-12-20 | DEDUCTION | DE000A3GWGE2 | -0.2818 | -2.8562 | USD | |
2023-12-20 | DEDUCTION | DE000A3GWGE2 | -0.2903 | -2.9415 | USD |