CHF | Since 2023-06-30 | i Partners SA
ISIN | DE000A3EM0W6 |
Index Allocator | i Partners SA |
Index Currency | CHF |
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. | 3.87% |
1-Day-Return | -1.43% |
MTD Return | -4.51% |
YTD Return | 3.87% |
Volatility p.a. | 0.0071 |
Max. Drawdown | 6.13% |
Information Ratio | 0.64 |
DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
---|---|---|---|---|---|---|
2024-04-25 | DIVIDEND | CHOCOLADEFABRIKEN LINDT-PC | CH0010570767 | 0.0295 | 0.3082 | CHF |
2024-04-24 | DIVIDEND | TECAN GROUP AG-REG | CH0012100191 | 0.0249 | 0.2639 | CHF |
2024-04-23 | DIVIDEND | FISCHER (GEORG)-REG | CH1169151003 | 0.0470 | 0.4990 | CHF |
2024-04-23 | DIVIDEND | GEBERIT AG-REG | CH0030170408 | 0.0586 | 0.6223 | CHF |
2024-04-18 | DIVIDEND | SWISS RE AG | CH0126881561 | 0.1454 | 1.5251 | USD |
2024-04-18 | DIVIDEND | STRAUMANN HOLDING AG-REG | CH1175448666 | 0.0178 | 0.1870 | CHF |
2024-04-18 | DIVIDEND | RIO TINTO LIMITED | AU000000RIO1 | 0.0811 | 0.8500 | AUD |
2024-04-16 | DIVIDEND | ZURICH INSURANCE GROUP AG | CH0011075394 | 0.1312 | 1.3778 | CHF |
2024-04-16 | DIVIDEND | GALENICA AG | CH0360674466 | 0.0000 | 0.0000 | CHF |
2024-04-16 | DIVIDEND | ISHARES SMI ETF CH | CH0008899764 | -0.0330 | -0.3463 | CHF |
2024-04-01 | DIVIDEND | EATON CORP PLC | IE00B8KQN827 | 0.0047 | 0.0513 | USD |
2024-03-27 | DEDUCTION | DE000A3G6HP5 | -0.1726 | -1.8975 | CHF | |
2024-03-25 | DIVIDEND | SCHINDLER HOLDING-PART CERT | CH0024638196 | 0.0481 | 0.5257 | CHF |
2024-03-07 | DIVIDEND | AMGEN INC | US0311621009 | 0.0100 | 0.1063 | USD |
2024-03-04 | DIVIDEND | VALERO ENERGY CORP | US91913Y1001 | 0.0104 | 0.1100 | USD |
2024-03-01 | DIVIDEND | PHILLIPS 66 | US7185461040 | 0.0203 | 0.2138 | USD |
2024-03-01 | DIVIDEND | CONOCOPHILLIPS | US20825C1045 | 0.0093 | 0.0979 | USD |
2024-02-20 | DIVIDEND | CATERPILLAR INC | US1491231015 | 0.0058 | 0.0607 | USD |
2024-01-04 | DIVIDEND | PACCAR INC | US6937181088 | 0.0475 | 0.4782 | USD |
2023-12-21 | DEDUCTION | DE000A3G6HP5 | -0.3786 | -3.8302 | CHF | |
2023-12-20 | DIVIDEND | VALERO ENERGY CORP | US91913Y1001 | 0.0098 | 0.0995 | USD |
2023-12-18 | ADDITION | DE000A3G6HP5 | 0.4367 | 4.4468 | CHF | |
2023-12-11 | DIVIDEND | EMERSON ELECTRIC CO | US2910111044 | 0.0073 | 0.0734 | USD |
2023-12-11 | DIVIDEND | CHEVRON CORP | US1667641005 | 0.0129 | 0.1302 | USD |
2023-12-11 | DIVIDEND | MARATHON PETROLEUM CORP | US56585A1025 | 0.0070 | 0.0711 | USD |
2023-12-11 | DIVIDEND | EXXON MOBIL CORP | US30231G1022 | 0.0111 | 0.1119 | USD |
2023-12-05 | DEDUCTION | DE000A3G6HP5 | -0.0630 | -0.6312 | CHF | |
2023-12-05 | DIVIDEND | MITSUBISHI UFJ FINANCIAL GRO | JP3902900004 | 2.6698 | 26.7518 | JPY |
2023-12-04 | DIVIDEND | MITSUI & CO LTD | JP3893600001 | 4.3131 | 43.2597 | JPY |