USD | Since 2021-04-20 | Linvo AG
ISIN | DE000A3CMY05 |
Index Allocator | Linvo AG |
Index Currency | USD |
Index Administrator | LIXX |
The manager employs a proprietary quantitative rule based and systematic algorithm in order to determine the allocations.
The Index replicates a proprietary long & short quantitative strategy identifying investment opportunities across different sectors in the US equity market and aiming for market neutral exposure. The quantitative strategy will be based on the trading signals from Artquant Global GmbH. Long positions are hedged by selling instruments that in the view of the Index Allocator are expected to decline or are required to restore market neutrality. The strategy uses leverage. In the periods of abnormal volatility, the strategy can reduce leverage and increase the cash position. The strategy may invest in stocks, options, futures and ETFs with focus on US markets as well as cash.
The Index is not designed as an "index" pursuant to Regulation (EU) 2016/2011 of the European Parliament and the Council of 8 June 2016 (the Benchmark Regulation).
Return p.a. | -9.75% |
1-Day-Return | 0.87% |
MTD Return | -0.10% |
YTD Return | -2.34% |
Volatility p.a. | 0.0095 |
Max. Drawdown | 29.54% |
Information Ratio | -0.77 |
DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
---|---|---|---|---|---|---|
2024-04-24 | DIVIDEND | NETAPP INC | US64110D1046 | 0.0069 | 0.0545 | USD |
2024-04-24 | DIVIDEND | CISCO SYSTEMS INC | US17275R1023 | 0.0117 | 0.0915 | USD |
2024-04-15 | DIVIDEND | REPUBLIC SERVICES INC | US7607591002 | 0.0051 | 0.0405 | USD |
2024-04-15 | DIVIDEND | MOTOROLA SOLUTIONS INC | US6200763075 | 0.0044 | 0.0352 | USD |
2024-04-11 | DIVIDEND | SALESFORCE INC | US79466L3024 | 0.0000 | 0.0000 | USD |
2024-04-10 | DIVIDEND | AMPHENOL CORP-CL A | US0320951017 | 0.0030 | 0.0239 | USD |
2024-04-05 | DIVIDEND | BROADRIDGE FINANCIAL SOLUTIO | US11133T1034 | 0.0059 | 0.0466 | USD |
2024-04-05 | DIVIDEND | MERCK & CO INC | US58933Y1055 | 0.0095 | 0.0756 | USD |
2024-04-04 | DEDUCTION | DE000A3GRR54 | -2.0545 | -16.3720 | USD | |
2024-04-01 | DIVIDEND | PPL CORPORATION | US69351T1060 | 0.0048 | 0.0379 | USD |
2024-04-01 | DIVIDEND | TRAVELERS COS INC/THE | US89417E1091 | 0.0000 | 0.0001 | USD |
2024-04-01 | DIVIDEND | WALMART INC | US9311421039 | 0.0057 | 0.0450 | USD |
2024-04-01 | DIVIDEND | PUBLIC SERVICE ENTERPRISE GP | US7445731067 | 0.0047 | 0.0375 | USD |
2024-04-01 | DIVIDEND | COCA-COLA CO/THE | US1912161007 | 0.0130 | 0.1034 | USD |
2024-04-01 | DIVIDEND | GARMIN LTD | CH0114405324 | 0.0072 | 0.0574 | USD |
2024-04-01 | DIVIDEND | AUTOMATIC DATA PROCESSING | US0530151036 | 0.0096 | 0.0762 | USD |
2024-03-28 | DIVIDEND | WASTE MANAGEMENT INC | US94106L1098 | 0.0062 | 0.0497 | USD |
2024-03-28 | DIVIDEND | LEIDOS HOLDINGS INC | US5253271028 | 0.0043 | 0.0346 | USD |
2024-03-28 | DIVIDEND | CORNING INC | US2193501051 | 0.0124 | 0.0985 | USD |
2024-03-28 | DIVIDEND | FORTIVE CORP | US34959J1088 | 0.0015 | 0.0119 | USD |
2024-03-26 | DIVIDEND | JACK HENRY & ASSOCIATES INC | US4262811015 | 0.0046 | 0.0368 | USD |
2024-03-21 | DIVIDEND | HOME DEPOT INC | US4370761029 | 0.0091 | 0.0727 | USD |
2024-03-20 | DIVIDEND | ELECTRONIC ARTS INC | US2855121099 | 0.0020 | 0.0161 | USD |
2024-03-15 | DIVIDEND | CINTAS CORP | US1729081059 | 0.0039 | 0.0308 | USD |
2024-03-15 | DIVIDEND | MC DONALD'S-CORP | US5801351017 | 0.0086 | 0.0691 | USD |
2024-03-15 | DIVIDEND | CHEMED CORP | US16359R1032 | 0.0010 | 0.0081 | USD |
2024-03-14 | DIVIDEND | MICROSOFT CORP | US5949181045 | 0.0027 | 0.0216 | USD |
2024-03-12 | DIVIDEND | CDW CORP/DE | US12514G1085 | 0.0040 | 0.0316 | USD |
2024-03-08 | DIVIDEND | YUM! BRANDS INC | US9884981013 | 0.0078 | 0.0625 | USD |
2024-03-07 | DIVIDEND | TJX COMPANIES INC | US8725401090 | 0.0053 | 0.0423 | USD |
2024-03-05 | DIVIDEND | JOHNSON & JOHNSON | US4781601046 | 0.0113 | 0.0908 | USD |
2024-03-05 | DIVIDEND | LOEWS CORP | US5404241086 | 0.0012 | 0.0100 | USD |
2024-03-01 | DIVIDEND | VISA INC-CLASS A SHARES | US92826C8394 | 0.0031 | 0.0249 | USD |
2024-02-26 | DIVIDEND | CENCORA INC | US03073E1055 | 0.0038 | 0.0303 | USD |
2024-02-15 | DEDUCTION | DE000A3GRR54 | -11.3283 | -90.9804 | USD | |
2024-02-15 | DIVIDEND | MARSH & MCLENNAN COS | US5717481023 | 0.0062 | 0.0496 | USD |
2024-02-15 | DIVIDEND | ACCENTURE PLC-CL A | IE00B4BNMY34 | 0.0063 | 0.0508 | USD |
2024-02-15 | DIVIDEND | APPLE INC | US0378331005 | 0.0021 | 0.0169 | USD |
2024-02-09 | DIVIDEND | ALBERTSONS COS INC - CLASS A | US0130911037 | 0.0089 | 0.0713 | USD |
2024-02-09 | DIVIDEND | MASTERCARD INC - A | US57636Q1040 | 0.0040 | 0.0324 | USD |
2024-02-02 | DEDUCTION | DE000A3GRR54 | -3.6423 | -29.4318 | USD | |
2024-02-01 | DIVIDEND | DARDEN RESTAURANTS INC | US2371941053 | 0.0226 | 0.1837 | USD |
2024-01-24 | DIVIDEND | NETAPP INC | US64110D1046 | 0.0139 | 0.1120 | USD |
2024-01-24 | DIVIDEND | CISCO SYSTEMS INC | US17275R1023 | 0.0189 | 0.1531 | USD |
2024-01-16 | DIVIDEND | REPUBLIC SERVICES INC | US7607591002 | 0.0080 | 0.0649 | USD |
2024-01-16 | DEDUCTION | DE000A3GRR54 | -73.1588 | -593.5191 | USD | |
2024-01-10 | DIVIDEND | AMPHENOL CORP-CL A | US0320951017 | 0.0035 | 0.0279 | USD |
2024-01-05 | DIVIDEND | BROADRIDGE FINANCIAL SOLUTIO | US11133T1034 | 0.0059 | 0.0480 | USD |
2023-12-29 | DIVIDEND | INTERCONTINENTAL EXCHANGE IN | US45866F1049 | 0.0060 | 0.0490 | USD |
2023-12-29 | DIVIDEND | LEIDOS HOLDINGS INC | US5253271028 | 0.0050 | 0.0409 | USD |
2023-12-22 | DIVIDEND | JUNIPER NETWORKS INC | US48203R1041 | 0.0119 | 0.0964 | USD |
2023-12-15 | DIVIDEND | CINTAS CORP | US1729081059 | 0.0046 | 0.0372 | USD |
2023-12-15 | DIVIDEND | ARTHUR J GALLAGHER & CO | US3635761097 | 0.0034 | 0.0272 | USD |
2023-12-15 | DIVIDEND | CORNING INC | US2193501051 | 0.0153 | 0.1233 | USD |
2023-12-15 | DIVIDEND | COCA-COLA CO/THE | US1912161007 | 0.0150 | 0.1206 | USD |
2023-12-15 | DIVIDEND | SS&C TECHNOLOGIES HOLDINGS | US78467J1007 | 0.0070 | 0.0567 | USD |
2023-12-15 | DIVIDEND | WASTE MANAGEMENT INC | US94106L1098 | 0.0074 | 0.0600 | USD |
2023-12-12 | DIVIDEND | UNITEDHEALTH GROUP INC | US91324P1021 | 0.0052 | 0.0429 | USD |
2023-12-11 | DIVIDEND | INTL BUSINESS MACHINES CORP | US4592001014 | 0.0167 | 0.1362 | USD |
2023-12-11 | DIVIDEND | ATMOS ENERGY CORP | US0495601058 | 0.0043 | 0.0347 | USD |
2023-12-05 | DIVIDEND | LOEWS CORP | US5404241086 | 0.0014 | 0.0114 | USD |
2023-12-05 | DIVIDEND | JOHNSON & JOHNSON | US4781601046 | 0.0131 | 0.1064 | USD |
2023-12-04 | DIVIDEND | CHEMED CORP | US16359R1032 | 0.0011 | 0.0093 | USD |
2023-12-04 | DIVIDEND | JABIL INC | US4663131039 | 0.0009 | 0.0078 | USD |