EUR | Since 2022-02-16 | ISF Institut Deutsch-Schweizer Finanzdienstleistungen GmbH
ISIN | DE000A3DDW07 |
Initial Index Value | 100.00 |
Last Value | 109.97 |
Index Allocator | ISF Institut Deutsch-Schweizer Finanzdienstleistungen GmbH |
Index Currency | EUR |
Index Administrator | LIXX |
The manager employs a proprietary quantitative rule based and systematic algorithm in order to determine the allocations.
Universe of Index Components
The following instruments selected from the Reference Market: Exchange Traded Funds
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 relevant investment instrument must:
(i) Have a price that is set regularly and publicly accessible;
(ii) Be denominated in EUR, CHF, USD or GBP;
(iii) Be UCITS compliant;
(iv) Have a market capitalization of at least seventy-five (75) EUR million.
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.
General Concept
The Index represents a multi asset strategy replicating investments in different asset classes (as included in the table below each a "Category"). Each Index Component within the index has been selected due to its tendency to outperform the market in times of rising inflation. Each is represented by at least one fund as outlined in the table below as of the Index Start Date.
Category
Fund ISIN
Commodities
LU0419741177
Inflation Linked Bonds
LU0290358224
IE00BDZVH966
IE00BKPT2S34
Inflation Expectation
LU1390062245
LU1390062831
Infrastructure
LU0512092221
Money Market
IE00BG8BCY43
Global Equity - Value
IE00BP3QZB59
Global Equity - Growth
FR0011119171
Real Estate
DE000A0Q4R44
IE00BYM8JD58
The Index Components' individual weightings ("Index Exposure") may be rebalanced on a monthly basis using the trailing 6-month gross total return for each Category (momentum filter) ("Monthly Rebalancing").
As of the Index Start Date, the Index consists of 6 Buckets (each a "Bucket") and each Bucket represents 16.66 index points (i.e. together 100.00 index points equivalent to the Initial Index Value on the Index Start Date). Monthly Rebalancing is applied to each Bucket individually.
Monthly Rebalancing
Each Bucket reallocates to the Category with best trailing 6-month gross total return performance as of the relevant rebalancing determination date (each as specified in the table below a "Rebalancing Determination Date"). The difference between each of the six Buckets is that Rebalancing Determination Dates are offset by one month as indicated in the table below. As in total there are six Buckets, and given that twelve months per calendar year exist, each Bucket is rebalanced twice a year.
The Period End Date is the Business Day before a Rebalancing Determination Date. The Period Start Date is the Business Day six months prior to the Period End Date. For instance, for the rebalancing of Bucket 1 at 1st July 2022, the period considered is from 31st December 2021 to 30th June 2022. The ETF with the best gross total return performance within that period will receive the allocation of that Bucket.
The Monthly Rebalancing in the Index will be effective as of the second consecutive Business Day following a Rebalancing Determination Date.
DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
---|---|---|---|---|---|---|
2024-04-12 | DIVIDEND | iShares STOXX Europe 600 Real Estate (DE) | DE000A0Q4R44 | 0.0004 | 0.0030 | EUR |
2024-01-15 | DIVIDEND | iShares STOXX Europe 600 Real Estate (DE) | DE000A0Q4R44 | 0.0007 | 0.0052 | EUR |