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Value Based Income Generation Index
USD | Since 2021-11-15 | Monti Gestione Patrimoniale S.A.
At a glance
| ISIN | DE000A3C6DC6 |
 | |
| Index Allocator | Monti Gestione Patrimoniale S.A. |
| Index Currency | USD |
| Index Administrator | LIXX |
Index Allocator Description
Monti Gestione Patrimoniale S.A.
The manager employs a proprietary quantitative rule based and systematic algorithm in order to determine the allocations.
Index description
Worldwide public equities selection according to fundamental and technical analysis, application of long/short option strategies for probability and risk weighted alpha generation (no naked calls).
Performance & Risk
Performance
Performance Figures
| Return p.a. | 5.23% |
| 1-Day-Return | 0.05% |
| MTD Return | -0.14% |
| YTD Return | 0.60% |
| Volatility p.a. | 0.0020 |
Risk Figures
| Max. Drawdown | 4.13% |
| Information Ratio | 0.84 |
Detailed Composition Data
Performance
Detail Performance Data
(Re) Allocations
Corporate Actions
| DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
|---|---|---|---|---|---|---|
| 2024-04-25 | ADDITION | DE000A3GVMB8 | 0.1227 | 1.3398 | USD | |
| 2024-04-24 | ADDITION | DE000A3GVMB8 | 0.0819 | 0.8941 | USD | |
| 2024-04-23 | DEDUCTION | DE000A3GVMB8 | -0.0207 | -0.2256 | USD | |
| 2024-04-10 | ADDITION | DE000A3GVMB8 | 0.0614 | 0.6709 | USD | |
| 2024-04-09 | ADDITION | DE000A3GVMB8 | 0.1847 | 2.0219 | USD | |
| 2024-04-05 | ADDITION | DE000A3GVMB8 | 0.1113 | 1.2156 | USD | |
| 2024-04-04 | ADDITION | DE000A3GVMB8 | 0.0617 | 0.6751 | USD | |
| 2024-03-25 | ADDITION | DE000A3GVMB8 | 0.0368 | 0.4016 | USD | |
| 2024-03-15 | ADDITION | DE000A3GVMB8 | 0.1235 | 1.3485 | USD | |
| 2024-03-12 | ADDITION | DE000A3GVMB8 | 0.2064 | 2.2530 | USD | |
| 2024-03-12 | ADDITION | DE000A3GVMB8 | 0.2067 | 2.2561 | USD | |
| 2024-03-11 | ADDITION | DE000A3GVMB8 | 0.3943 | 4.3067 | USD | |
| 2024-03-05 | ADDITION | DE000A3GVMB8 | 0.2498 | 2.7242 | USD | |
| 2024-02-19 | ADDITION | DE000A3GVMB8 | 0.0958 | 1.0435 | USD | |
| 2024-02-02 | DIVIDEND | VODAFONE GROUP PLC-SP ADR | US92857W3088 | 0.0378 | 0.4112 | USD |
| 2024-02-02 | ADDITION | DE000A3GVMB8 | 0.0206 | 0.2238 | USD | |
| 2024-02-02 | ADDITION | DE000A3GVMB8 | 0.1129 | 1.2286 | USD | |
| 2024-01-30 | DEDUCTION | DE000A3GVMB8 | -0.0210 | -0.2298 | USD | |
| 2024-01-30 | ADDITION | DE000A3GVMB8 | 0.1874 | 2.0495 | USD | |
| 2024-01-25 | ADDITION | DE000A3GVMB8 | 0.4456 | 4.8470 | USD | |
| 2024-01-25 | ADDITION | DE000A3GVMB8 | 0.0836 | 0.9092 | USD | |
| 2024-01-24 | ADDITION | DE000A3GVMB8 | 0.2533 | 2.7552 | USD | |
| 2024-01-24 | ADDITION | DE000A3GVMB8 | 0.0209 | 0.2275 | USD | |
| 2024-01-23 | ADDITION | DE000A3GVMB8 | 0.0631 | 0.6869 | USD | |
| 2024-01-23 | ADDITION | DE000A3GVMB8 | 0.4649 | 5.0612 | USD | |
| 2024-01-18 | ADDITION | DE000A3GVMB8 | 0.6390 | 6.9505 | USD | |
| 2024-01-12 | ADDITION | DE000A3GVMB8 | 0.2352 | 2.5615 | USD | |
| 2024-01-11 | DIVIDEND | MEDICAL PROPERTIES TRUST INC | US58463J3041 | 0.0033 | 0.0360 | USD |
| 2024-01-10 | DIVIDEND | WALT DISNEY CO/THE | US2546871060 | 0.0017 | 0.0189 | USD |
| 2023-12-20 | DIVIDEND | ISHARES 20+ YEAR TREASURY BO | US4642874329 | 0.0027 | 0.0298 | USD |
| 2023-12-12 | ADDITION | DE000A3GVMB8 | 0.0256 | 0.2765 | USD | |
| 2023-12-12 | ADDITION | DE000A3GVMB8 | 0.2147 | 2.3217 | USD | |
| 2023-12-11 | DIVIDEND | AGNC INVESTMENT CORP | US00123Q1040 | 0.0063 | 0.0681 | USD |