USD | Since 2022-11-08 | Allmend Capital AG
ISIN | DE000A3DU0T3 |
Index Allocator | Allmend Capital AG |
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. | 9.44% |
1-Day-Return | -2.30% |
MTD Return | -4.64% |
YTD Return | 11.34% |
Volatility p.a. | 0.0572 |
Max. Drawdown | 24.17% |
Information Ratio | 0.51 |
DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
---|---|---|---|---|---|---|
2024-03-22 | DEDUCTION | DE000A3G1BK0 | -2.3174 | -28.3182 | USD | |
2024-03-22 | DEDUCTION | DE000A3G1BK0 | -2.3174 | -28.3182 | USD | |
2024-03-21 | DIVIDEND | UTILITIES SELECT SECTOR SPDR | US81369Y8865 | 0.0985 | 1.1979 | USD |
2024-03-21 | DIVIDEND | UTILITIES SELECT SECTOR SPDR | US81369Y8865 | 0.0985 | 1.1979 | USD |
2024-03-21 | DIVIDEND | INDUSTRIAL SELECT SECT SPDR | US81369Y7040 | 0.0373 | 0.4544 | USD |
2024-03-21 | DIVIDEND | INDUSTRIAL SELECT SECT SPDR | US81369Y7040 | 0.0373 | 0.4544 | USD |
2024-03-21 | DIVIDEND | MATERIALS SELECT SECTOR SPDR | US81369Y1001 | 0.0433 | 0.5265 | USD |
2024-03-21 | DIVIDEND | MATERIALS SELECT SECTOR SPDR | US81369Y1001 | 0.0433 | 0.5265 | USD |
2024-03-08 | DIVIDEND | AMERICAN ELECTRIC POWER | US0255371017 | 0.0313 | 0.3690 | USD |
2024-03-08 | DIVIDEND | AMERICAN ELECTRIC POWER | US0255371017 | 0.0313 | 0.3690 | USD |
2024-03-07 | DIVIDEND | WELLTOWER INC | US95040Q1040 | 0.0190 | 0.2244 | USD |
2024-03-07 | DIVIDEND | WELLTOWER INC | US95040Q1040 | 0.0190 | 0.2244 | USD |
2024-01-24 | DIVIDEND | COMCAST CORP-CLASS A | US20030N1019 | 0.0438 | 0.4588 | USD |
2024-01-24 | DIVIDEND | COMCAST CORP-CLASS A | US20030N1019 | 0.0438 | 0.4588 | USD |
2024-01-22 | DIVIDEND | XCEL ENERGY INC | US98389B1008 | 0.0489 | 0.5179 | USD |
2024-01-22 | DIVIDEND | XCEL ENERGY INC | US98389B1008 | 0.0489 | 0.5179 | USD |
2024-01-10 | DIVIDEND | PHILIP MORRIS INTERNATIONAL | US7181721090 | 0.1262 | 1.3545 | USD |
2024-01-10 | DIVIDEND | PHILIP MORRIS INTERNATIONAL | US7181721090 | 0.1262 | 1.3545 | USD |
2024-01-09 | DEDUCTION | DE000A3G1BK0 | -4.6088 | -49.6053 | USD | |
2024-01-09 | DEDUCTION | DE000A3G1BK0 | -4.6088 | -49.6053 | USD | |
2023-12-22 | DEDUCTION | DE000A3G1BK0 | -4.3435 | -45.6431 | USD | |
2023-12-22 | DEDUCTION | DE000A3G1BK0 | -4.3435 | -45.6431 | USD | |
2023-12-21 | DIVIDEND | MATERIALS SELECT SECTOR SPDR | US81369Y1001 | 0.0954 | 0.9931 | USD |
2023-12-21 | DIVIDEND | CONSUMER DISCRETIONARY SELT | US81369Y4070 | 0.0160 | 0.1666 | USD |
2023-12-21 | DIVIDEND | CONSUMER DISCRETIONARY SELT | US81369Y4070 | 0.0160 | 0.1666 | USD |
2023-12-21 | DIVIDEND | INDUSTRIAL SELECT SECT SPDR | US81369Y7040 | 0.0690 | 0.7180 | USD |
2023-12-21 | DIVIDEND | INDUSTRIAL SELECT SECT SPDR | US81369Y7040 | 0.0690 | 0.7180 | USD |
2023-12-21 | DIVIDEND | MATERIALS SELECT SECTOR SPDR | US81369Y1001 | 0.0954 | 0.9931 | USD |