USD | Since 2022-07-08 |
ISIN | DE000A3DQY59 |
Index Allocator | Silex Investment Partners SA |
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. | 4.91% |
1-Day-Return | -0.22% |
MTD Return | -1.62% |
YTD Return | 2.13% |
Volatility p.a. | 0.0035 |
Max. Drawdown | 7.01% |
Information Ratio | 0.60 |
DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
---|---|---|---|---|---|---|
2024-04-15 | DIVIDEND | Cash Dividend /ISIN/US6745991058 Ref. CA : 2401849090005 | US6745991058 | 0.0024 | 0.0257 | USD |
2024-03-26 | DIVIDEND | Cash Dividend /ISIN/US30303M1027 Ref. CA : 2401844035006 | US30303M1027 | 0.0009 | 0.0097 | USD |
2024-03-14 | DIVIDEND | Cash Dividend /ISIN/US5949181045 Ref. CA : 2301800490006 | US5949181045 | 0.0013 | 0.0140 | USD |
2024-03-12 | DEDUCTION | DE000A3GZ4C3 | -0.2218 | -2.3773 | USD | |
2024-03-01 | DIVIDEND | Cash Dividend /ISIN/US20825C1045 Ref. CA : 2401849547003 | US20825C1045 | 0.0034 | 0.0361 | USD |
2024-01-16 | DIVIDEND | Cash Dividend /ISIN/US6745991058 Ref. CA : 2301782856003 | US6745991058 | 0.0020 | 0.0210 | USD |
2024-01-08 | DEDUCTION | DE000A3GZ4C3 | -0.1106 | -1.1465 | USD | |
2023-12-25 | DIVIDEND | Cash Dividend /ISIN/US71654V4086 Ref. CA : 2301731818005 | US71654V4086 | 0.0172 | 0.1791 | USD |
2023-12-11 | DIVIDEND | Cash Dividend /ISIN/US30231G1022 Ref. CA : 2301780551007 | US30231G1022 | 0.0062 | 0.0628 | USD |
2023-12-11 | DIVIDEND | Cash Dividend /ISIN/US56585A1025 Ref. CA : 2301778533004 | US56585A1025 | 0.0042 | 0.0423 | USD |
2023-12-11 | DIVIDEND | Cash Dividend /ISIN/US1667641005 Ref. CA : 2301780552006 | US1667641005 | 0.0068 | 0.0692 | USD |