V SP Coupon Index
EUR | Since 2022-08-23 |
At a glance
| ISIN | DE000A3DS7Y2 |
 | |
| Index Allocator | Kepler Cheuvreux (Suisse) SA |
| Index Currency | EUR |
| Index Administrator | LIXX |
Index Allocator Description
Kepler Cheuvreux (Suisse) SA
The manager employs a proprietary quantitative rule based and systematic algorithm in order to determine the allocations.
Index description
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.
Performance & Risk
Performance
Performance Figures
| Return p.a. | -0.47% |
| 1-Day-Return | -0.08% |
| MTD Return | -0.07% |
| YTD Return | 0.16% |
| Volatility p.a. | 0.0023 |
Risk Figures
| Max. Drawdown | 4.75% |
| Information Ratio | -0.12 |
Detailed Composition Data
Performance
Detail Performance Data
(Re) Allocations
Corporate Actions
| DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
|---|---|---|---|---|---|---|
| 2024-04-25 | ADDITION | DE000A3G0ST7 | 0.0407 | 0.4031 | EUR | |
| 2024-04-25 | DEDUCTION | DE000A3G0ST7 | -3.3950 | -33.6248 | EUR | |
| 2024-04-18 | ADDITION | DE000A3G0ST7 | 0.7674 | 7.5959 | EUR | |
| 2024-04-17 | ADDITION | DE000A3G0ST7 | 0.0397 | 0.3934 | EUR | |
| 2024-04-17 | ADDITION | DE000A3G0ST7 | 0.4765 | 4.7170 | EUR | |
| 2024-04-16 | DEDUCTION | DE000A3G0ST7 | -0.1198 | -1.1865 | EUR | |
| 2024-04-16 | DEDUCTION | DE000A3G0ST7 | -0.3596 | -3.5602 | EUR | |
| 2024-04-10 | ADDITION | DE000A3G0ST7 | 0.0198 | 0.1968 | EUR | |
| 2024-04-08 | ADDITION | DE000A3G0ST7 | 0.0396 | 0.3932 | EUR | |
| 2024-04-05 | ADDITION | DE000A3G0ST7 | 0.1387 | 1.3762 | EUR | |
| 2024-03-28 | DEDUCTION | DE000A3G0ST7 | -0.3003 | -2.9754 | EUR | |
| 2024-03-28 | ADDITION | DE000A3G0ST7 | 0.3002 | 2.9745 | EUR | |
| 2024-03-25 | ADDITION | DE000A3G0ST7 | 0.0397 | 0.3968 | EUR | |
| 2024-03-20 | ADDITION | DE000A3G0ST7 | 0.2181 | 2.1806 | EUR | |
| 2024-03-15 | DEDUCTION | DE000A3G0ST7 | -0.0199 | -0.1987 | EUR | |
| 2024-03-15 | DEDUCTION | DE000A3G0ST7 | -0.0597 | -0.5964 | EUR | |
| 2024-03-13 | DEDUCTION | DE000A3G0ST7 | -0.3577 | -3.5737 | EUR | |
| 2024-03-11 | DEDUCTION | DE000A3G0ST7 | -0.3766 | -3.7610 | EUR | |
| 2024-03-11 | DEDUCTION | DE000A3G0ST7 | -0.1189 | -1.1877 | EUR | |
| 2024-03-01 | DEDUCTION | DE000A3G0ST7 | -0.3526 | -3.5234 | EUR | |
| 2024-02-29 | DEDUCTION | DE000A3G0ST7 | -0.1171 | -1.1707 | EUR | |
| 2024-02-21 | DEDUCTION | DE000A3G0ST7 | -0.3922 | -3.8975 | EUR | |
| 2024-02-20 | DEDUCTION | DE000A3G0ST7 | -0.8400 | -8.3459 | EUR | |
| 2024-02-16 | ADDITION | DE000A3G0ST7 | 0.1937 | 1.9241 | EUR | |
| 2024-02-09 | ADDITION | DE000A3G0ST7 | 0.2135 | 2.1192 | EUR | |
| 2024-02-08 | DEDUCTION | DE000A3G0ST7 | -0.5253 | -5.2133 | EUR | |
| 2024-02-07 | ADDITION | DE000A3G0ST7 | 1.0052 | 9.9751 | EUR | |
| 2024-02-02 | DEDUCTION | DE000A3G0ST7 | -0.8415 | -8.3358 | EUR | |
| 2024-01-31 | ADDITION | DE000A3G0ST7 | 0.4257 | 4.2216 | EUR | |
| 2024-01-31 | DEDUCTION | DE000A3G0ST7 | -6.1499 | -60.9947 | EUR | |
| 2024-01-25 | DEDUCTION | DE000A3G0ST7 | -2.1587 | -21.3952 | EUR | |
| 2024-01-24 | DEDUCTION | DE000A3G0ST7 | -0.6995 | -6.9318 | EUR | |
| 2024-01-23 | DEDUCTION | DE000A3G0ST7 | -6.7029 | -66.5104 | EUR | |
| 2024-01-22 | DEDUCTION | DE000A3G0ST7 | -0.9189 | -9.0835 | EUR | |
| 2024-01-18 | ADDITION | DE000A3G0ST7 | 0.0497 | 0.4917 | EUR | |
| 2024-01-17 | ADDITION | DE000A3G0ST7 | 0.2325 | 2.2988 | EUR | |
| 2024-01-16 | DEDUCTION | DE000A3G0ST7 | -0.1662 | -1.6403 | EUR | |
| 2024-01-11 | ADDITION | DE000A3G0ST7 | 0.8002 | 7.9201 | EUR | |
| 2024-01-09 | ADDITION | DE000A3G0ST7 | 0.1507 | 1.4883 | EUR | |
| 2024-01-09 | DEDUCTION | DE000A3G0ST7 | -0.2009 | -1.9845 | EUR | |
| 2024-01-09 | DEDUCTION | DE000A3G0ST7 | -0.8370 | -8.2669 | EUR | |
| 2024-01-05 | ADDITION | DE000A3G0ST7 | 1.6700 | 16.5057 | EUR | |
| 2024-01-03 | ADDITION | DE000A3G0ST7 | 0.0506 | 0.4998 | EUR | |
| 2024-01-02 | ADDITION | DE000A3G0ST7 | 0.3720 | 3.6714 | EUR | |
| 2023-12-28 | DEDUCTION | DE000A3G0ST7 | -0.1697 | -1.6778 | EUR | |
| 2023-12-28 | ADDITION | DE000A3G0ST7 | 0.1699 | 1.6791 | EUR | |
| 2023-12-25 | DEDUCTION | DE000A3G0ST7 | -0.7886 | -7.8229 | EUR | |
| 2023-12-25 | ADDITION | DE000A3G0ST7 | 0.7740 | 7.6784 | EUR | |
| 2023-12-21 | DEDUCTION | DE000A3G0ST7 | -0.3213 | -3.1902 | EUR | |
| 2023-12-18 | DEDUCTION | DE000A3G0ST7 | -0.0505 | -0.5005 | EUR | |
| 2023-12-12 | DEDUCTION | DE000A3G0ST7 | -1.3775 | -13.6674 | EUR | |
| 2023-12-11 | DEDUCTION | DE000A3G0ST7 | -0.6628 | -6.5700 | EUR | |
| 2023-12-11 | DEDUCTION | DE000A3G0ST7 | -0.1657 | -1.6425 | EUR | |
| 2023-12-08 | DEDUCTION | DE000A3G0ST7 | -0.4617 | -4.5699 | EUR | |
| 2023-12-08 | DEDUCTION | DE000A3G0ST7 | -0.4942 | -4.8919 | EUR |
Interest and Redemptions
| DATE | TYPE | ISIN/IDENTIFIER | WEIGHT% | AMOUNT | CURRENCY |
|---|---|---|---|---|---|
| 2024-04-02 | Interest Payment | DE000A3G0ST7 | 0.7459% | 6507000 | EUR |
| 2024-01-02 | Interest Payment | DE000A3G0ST7 | 0.7562% | 6507000 | EUR |