EUR | Since 2022-01-01 | Simonerie SAS
ISIN | XF000A2ABC01 |
Index Allocator | Simonerie SAS |
Index Currency | EUR |
Index Administrator | LIXX |
The manager employs a proprietary quantitative rule-based and systematic algorithm in order to determine the allocations.
Index Components and their selection
Each instrument selected from the Index Universe must fulfil the following criteria to be eligible for inclusion in the Index ("Index Component Selection Criteria").
The information included in this Annex 2 has been provided by the Index Allocator, who is solely responsible for its content. On the last Business Day (close-of-business) before a Rebalancing Determination Date (each a "Selection Day"), the following determinations are made:
- Selection of a pool of funds with an above-average risk-adjusted performance compared to the Reference Market (“Funds Selection”).
With regards to the Funds Selection, the following filter criteria are applied:
- Representation: Eligible instruments of the Funds Selection are ranked by decreasing aggregated weight.
- Liquidity: Eligible instruments of the Funds Selection are ranked by the past 30-days liquidity.
This results in the “Selection Pool”.
Out of the Selection Pool, the Index Allocator selects such 30 instruments which provide the most optimized risk and return relationship with regards to representation, liquidity, as well as quality. Quality is measured in terms of above-average fundamental indicators.
The Index Component Selection Criteria are required to be fulfilled at the time of inclusion of the relevant instrument as Index Component in the Index. However, fulfilment of the Index Component Selection Criteria will not be monitored on an ongoing basis following such inclusion.
Max. Drawdown | 45.18% |
DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
---|---|---|---|---|---|---|
2023-12-26 | DIVIDEND | Bankinter SA | ES0113679I37 | 0.0006 | 0.0068 | EUR |
2023-12-11 | DIVIDEND | Gaztransport et Technigaz SA | FR0011726835 | 0.0004 | 0.0002 | EUR |