CHF | Since 2022-09-01 | Knight Capital AG
ISIN | DE000A3DRQ58 |
Index Allocator | Knight Capital AG |
Index Currency | CHF |
Index Administrator | LIXX |
TBD
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. | -3.40% |
1-Day-Return | -0.49% |
MTD Return | 1.74% |
YTD Return | 2.06% |
Volatility p.a. | 0.0025 |
Max. Drawdown | 10.87% |
Information Ratio | -1.02 |
DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
---|---|---|---|---|---|---|
2024-04-25 | DIVIDEND | CHOCOLADEFABRIKEN LINDT-PC | CH0010570767 | 0.0428 | 3.9715 | CHF |
2024-04-25 | DIVIDEND | TX GROUP AG | CH0011178255 | 0.0412 | 3.8235 | CHF |
2024-04-25 | DIVIDEND | HUSQVARNA AB-B SHS | SE0001662230 | -0.3681 | -34.1556 | SEK |
2024-04-24 | DIVIDEND | SOFTWAREONE HOLDING AG | CH0496451508 | 0.0769 | 7.1727 | CHF |
2024-04-23 | DIVIDEND | GEBERIT AG-REG | CH0030170408 | -0.0259 | -2.4099 | CHF |
2024-04-18 | DIVIDEND | ADECCO GROUP AG-REG | CH0012138605 | -0.0114 | -1.0674 | CHF |
2024-04-18 | DIVIDEND | STRAUMANN HOLDING AG-REG | CH1175448666 | 0.0183 | 1.7083 | CHF |
2024-04-18 | DIVIDEND | RIO TINTO PLC | GB0007188757 | 0.0373 | 3.4799 | GBP |
2024-04-18 | DIVIDEND | FORTNOX AB | SE0017161243 | -0.0081 | -0.7590 | SEK |
2024-03-25 | DIVIDEND | SCHINDLER HOLDING-PART CERT | CH0024638196 | 0.0581 | 5.2984 | CHF |
2024-03-19 | ADDITION | DE000A3GZ8Q4 | 20.1035 | 1827.4643 | CHF | |
2024-03-18 | DIVIDEND | ROCHE HOLDING AG-GENUSSCHEIN | CH0012032048 | 0.0471 | 4.2882 | CHF |
2024-02-02 | DIVIDEND | JET2 PLC | GB00B1722W11 | 0.0057 | 0.5213 | GBP |
2023-12-22 | DIVIDEND | ENAGAS SA | ES0130960018 | 0.0037 | 0.3381 | EUR |