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EGONON Global Macro Index
EUR | Since 2019-07-10 | EGONON SA
At a glance
| ISIN | DE000A2YYZB9 |
 | |
| Index Allocator | EGONON SA |
| Index Currency | EUR |
| Index Administrator | LIXX |
Index Allocator Description
Instifolio
The manager employs a proprietary quantitative rule based and systematic algorithm in order to determine the allocations.
Index description
The Index is a total return index following a Discretionary Multi Asset Trading Strategy. The strategy aims at beating a benchmark (made up of an investable) equitable universe. The benchmark consists of an equally weighted (1/N) index of all selected investment Instruments. The asset allocation is selected to beat this benchmark and further to cap the volatility at 4.5%.
Performance & Risk
Performance
Performance Figures
| Return p.a. | 9.62% |
| 1-Day-Return | -0.21% |
| MTD Return | -1.58% |
| YTD Return | 3.01% |
| Volatility p.a. | 0.0057 |
Risk Figures
| Max. Drawdown | 16.42% |
| Information Ratio | 0.64 |
Detailed Composition Data
Performance
Detail Performance Data
(Re) Allocations
Corporate Actions
| DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
|---|---|---|---|---|---|---|
| 2026-02-05 | ADDITION | DE000A2UG4F2 | 1.6654 | 22.3377 | EUR |