USD | Since 2022-10-02 | i Partners SA
ISIN | DE000A3DUDB6 |
Index Allocator | i Partners 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. | 18.52% |
1-Day-Return | -0.76% |
MTD Return | -3.46% |
YTD Return | 6.49% |
Volatility p.a. | 0.0153 |
Max. Drawdown | 10.84% |
Information Ratio | 1.12 |
DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
---|---|---|---|---|---|---|
2024-04-25 | DEDUCTION | DE000A3G08J5 | -0.0417 | -0.5138 | USD | |
2024-04-25 | DIVIDEND | SIMPSON MANUFACTURING CO INC | US8290731053 | 0.0003 | 0.0040 | USD |
2024-04-25 | DIVIDEND | GENERAL ELECTRIC CO | US3696043013 | 0.0033 | 0.0408 | USD |
2024-04-25 | DIVIDEND | WHARF HOLDINGS LTD | HK0004000045 | 0.0189 | 0.2331 | HKD |
2024-04-23 | DIVIDEND | ERIE INDEMNITY COMPANY-CL A | US29530P1021 | 0.0014 | 0.0177 | USD |
2024-04-23 | DIVIDEND | DOLLAR GENERAL CORP | US2566771059 | 0.0025 | 0.0312 | USD |
2024-04-18 | DIVIDEND | RIO TINTO PLC | GB0007188757 | 0.0373 | 0.4584 | GBP |
2024-04-17 | DIVIDEND | QUANTA SERVICES INC | US74762E1029 | 0.0001 | 0.0011 | USD |
2024-04-15 | DIVIDEND | LINCOLN ELECTRIC HOLDINGS | US5339001068 | 0.0006 | 0.0080 | USD |
2024-04-12 | DIVIDEND | RALPH LAUREN CORP | US7512121010 | 0.0009 | 0.0115 | USD |
2024-04-12 | DIVIDEND | PROGRESSIVE CORP | US7433151039 | 0.0006 | 0.0079 | USD |
2024-04-12 | DIVIDEND | SUPER RETAIL GROUP LTD | AU000000SUL0 | 0.0093 | 0.1170 | AUD |
2024-04-09 | DEDUCTION | DE000A3G08J5 | -0.0690 | -0.8800 | USD | |
2024-04-04 | DIVIDEND | SCHLUMBERGER LTD | AN8068571086 | 0.0058 | 0.0741 | USD |
2024-04-03 | DIVIDEND | H&R BLOCK INC | US0936711052 | 0.0030 | 0.0384 | USD |
2024-04-01 | DIVIDEND | EATON CORP PLC | IE00B8KQN827 | 0.0042 | 0.0537 | USD |
2024-04-01 | DIVIDEND | RED ROCK RESORTS INC-CLASS A | US75700L1089 | 0.0009 | 0.0119 | USD |
2024-04-01 | DIVIDEND | FIDELITY NATIONAL FINANCIAL | US31620R3030 | 0.0020 | 0.0252 | USD |
2024-04-01 | DIVIDEND | TRANE TECHNOLOGIES PLC | IE00BK9ZQ967 | 0.0007 | 0.0091 | USD |
2024-04-01 | DIVIDEND | WINGSTOP INC | US9741551033 | 0.0003 | 0.0039 | USD |
2024-03-29 | DIVIDEND | CHUGAI PHARMACEUTICAL CO LTD | JP3519400000 | 0.5033 | 6.4529 | JPY |
2024-03-27 | DEDUCTION | DE000A3G08J5 | -0.0422 | -0.5415 | USD | |
2024-03-26 | DIVIDEND | META PLATFORMS INC-CLASS A | US30303M1027 | 0.0002 | 0.0029 | USD |
2024-03-25 | DEDUCTION | DE000A3G08J5 | -0.0311 | -0.3985 | USD | |
2024-03-22 | ADDITION | DE000A3G08J5 | 0.0154 | 0.1967 | USD | |
2024-03-22 | DIVIDEND | FIDELITY NATIONAL INFO SERV | US31620M1062 | 0.0032 | 0.0405 | USD |
2024-03-22 | DIVIDEND | EASYJET PLC | GB00B7KR2P84 | 0.0019 | 0.0247 | GBP |
2024-03-22 | DIVIDEND | PRO MEDICUS LTD | AU000000PME8 | 0.0009 | 0.0116 | AUD |
2024-03-21 | DIVIDEND | QUALCOMM INC | US7475251036 | 0.0041 | 0.0530 | USD |
2024-03-21 | DIVIDEND | RTX CORP | US75513E1010 | 0.0038 | 0.0484 | USD |
2024-03-15 | DIVIDEND | RYDER SYSTEM INC | US7835491082 | 0.0014 | 0.0177 | USD |
2024-03-14 | DIVIDEND | APPLIED MATERIALS INC | US0382221051 | 0.0010 | 0.0127 | USD |
2024-03-14 | DIVIDEND | ARMSTRONG WORLD INDUSTRIES | US04247X1028 | 0.0006 | 0.0074 | USD |
2024-03-14 | DIVIDEND | MICROSOFT CORP | US5949181045 | 0.0004 | 0.0046 | USD |
2024-03-11 | DEDUCTION | DE000A3G08J5 | -0.0265 | -0.3300 | USD | |
2024-03-08 | DIVIDEND | PARAGON BANKING GROUP PLC | GB00B2NGPM57 | 0.0181 | 0.2286 | GBP |
2024-03-07 | DIVIDEND | AMGEN INC | US0311621009 | 0.0086 | 0.1088 | USD |
2024-03-04 | ADDITION | DE000A3G08J5 | 0.0519 | 0.6450 | USD | |
2024-03-04 | DIVIDEND | RED ROCK RESORTS INC-CLASS A | US75700L1089 | 0.0038 | 0.0475 | USD |
2024-03-01 | DIVIDEND | PHILLIPS 66 | US7185461040 | 0.0034 | 0.0423 | USD |
2024-03-01 | DIVIDEND | CONOCOPHILLIPS | US20825C1045 | 0.0084 | 0.1041 | USD |
2024-03-01 | DIVIDEND | INTEL CORP | US4581401001 | 0.0013 | 0.0160 | USD |
2024-03-01 | DIVIDEND | WESTERN ALLIANCE BANCORP | US9576381092 | 0.0013 | 0.0159 | USD |
2024-03-01 | DIVIDEND | KKR & CO INC | US48251W1045 | 0.0004 | 0.0052 | USD |
2024-02-28 | DIVIDEND | UNITED RENTALS INC | US9113631090 | 0.0007 | 0.0079 | USD |
2024-02-28 | DIVIDEND | FIRSTCASH HOLDINGS INC | US33768G1076 | 0.0007 | 0.0085 | USD |
2024-02-28 | DIVIDEND | INFINEON TECHNOLOGIES AG | DE0006231004 | 0.0041 | 0.0502 | EUR |
2024-02-23 | DIVIDEND | WILLIAMS-SONOMA INC | US9699041011 | 0.0020 | 0.0239 | USD |
2024-02-21 | DEDUCTION | DE000A3G08J5 | -0.0639 | -0.7503 | USD | |
2024-02-16 | DIVIDEND | COSTCO WHOLESALE CORP | US22160K1051 | 0.0003 | 0.0039 | USD |
2024-02-15 | DIVIDEND | NRG ENERGY INC | US6293775085 | 0.0036 | 0.0426 | USD |
2024-02-14 | DEDUCTION | DE000A3G08J5 | -0.7152 | -8.4538 | USD | |
2024-02-13 | DIVIDEND | DR HORTON INC | US23331A1097 | 0.0004 | 0.0052 | USD |
2024-02-12 | DEDUCTION | DE000A3G08J5 | -0.1610 | -1.9133 | USD | |
2024-02-12 | DIVIDEND | BLACKSTONE INC | US09260D1072 | 0.0049 | 0.0579 | USD |
2024-02-07 | DIVIDEND | LENNAR CORP - B SHS | US5260573028 | 0.0008 | 0.0097 | USD |
2024-02-05 | DIVIDEND | PNC FINANCIAL SERVICES GROUP | US6934751057 | 0.0067 | 0.0793 | USD |
2024-02-05 | DEDUCTION | DE000A3G08J5 | -0.0627 | -0.7397 | USD | |
2024-02-05 | DEDUCTION | DE000A3G08J5 | -0.2614 | -3.0821 | USD | |
2024-02-01 | DIVIDEND | CVS HEALTH CORP | US1266501006 | 0.0050 | 0.0591 | USD |
2024-01-31 | ADDITION | DE000A3G08J5 | 0.0258 | 0.3034 | USD | |
2024-01-31 | DIVIDEND | GAP INC/THE | US3647601083 | 0.0035 | 0.0417 | USD |
2024-01-29 | ADDITION | DE000A3G08J5 | 0.0566 | 0.6675 | USD | |
2024-01-22 | DEDUCTION | DE000A3G08J5 | -0.0052 | -0.0599 | USD | |
2024-01-22 | DEDUCTION | DE000A3G08J5 | -0.1137 | -1.3216 | USD | |
2024-01-19 | DIVIDEND | BABCOCK INTERNATIONAL GROUP PLC | GB0009697037 | 0.0011 | 0.0130 | GBP |
2024-01-18 | DIVIDEND | INTUIT INC | US4612021034 | 0.0010 | 0.0109 | USD |
2024-01-18 | DIVIDEND | MICRON TECHNOLOGY INC | US5951121038 | 0.0010 | 0.0110 | USD |
2024-01-04 | DIVIDEND | H&R BLOCK INC | US0936711052 | 0.0033 | 0.0379 | USD |
2024-01-03 | ADDITION | DE000A3G08J5 | 0.0369 | 0.4227 | USD | |
2023-12-29 | DIVIDEND | RANGE RESOURCES CORP | US75281A1097 | 0.0005 | 0.0063 | USD |
2023-12-29 | DIVIDEND | BROADCOM INC | US11135F1012 | 0.0013 | 0.0154 | USD |
2023-12-18 | ADDITION | DE000A3G08J5 | 0.0572 | 0.6534 | USD | |
2023-12-13 | DEDUCTION | DE000A3G08J5 | -0.9163 | -10.4427 | USD | |
2023-12-12 | DEDUCTION | DE000A3G08J5 | -0.0512 | -0.5763 | USD | |
2023-12-11 | DIVIDEND | CHEVRON CORP | US1667641005 | 0.0128 | 0.1440 | USD |
2023-12-11 | ADDITION | DE000A3G08J5 | 0.4615 | 5.1955 | USD | |
2023-12-11 | DIVIDEND | RECRUIT HOLDINGS CO LTD | JP3970300004 | 0.0850 | 0.9576 | JPY |
2023-12-11 | DIVIDEND | MARATHON PETROLEUM CORP | US56585A1025 | 0.0026 | 0.0288 | USD |
2023-12-11 | DIVIDEND | EXXON MOBIL CORP | US30231G1022 | 0.0110 | 0.1244 | USD |
2023-12-05 | DEDUCTION | DE000A3G08J5 | -0.0314 | -0.3513 | USD | |
2023-12-05 | DIVIDEND | MITSUBISHI HEAVY INDUSTRIES | JP3900000005 | 0.7860 | 8.8058 | JPY |
2023-12-05 | DIVIDEND | MITSUBISHI UFJ FINANCIAL GRO | JP3902900004 | 6.4858 | 72.6585 | JPY |
2023-12-04 | DIVIDEND | BOOZ ALLEN HAMILTON HOLDINGS | US0995021062 | 0.0017 | 0.0195 | USD |
2023-12-04 | DIVIDEND | KAWASAKI KISEN KAISHA LTD | JP3223800008 | 1.6801 | 18.9265 | JPY |
2023-12-04 | DEDUCTION | DE000A3G08J5 | -0.0673 | -0.7581 | USD | |
2023-12-04 | DIVIDEND | JABIL INC | US4663131039 | 0.0001 | 0.0016 | USD |
2023-12-04 | DIVIDEND | TOKIO MARINE HOLDINGS INC | JP3910660004 | 2.5529 | 28.7595 | JPY |
2023-12-04 | DIVIDEND | MITSUI & CO LTD | JP3893600001 | 2.2583 | 25.4407 | JPY |