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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. | 1.56% |
| 1-Day-Return | 0.70% |
| MTD Return | -0.88% |
| YTD Return | -2.03% |
| Volatility p.a. | 0.0059 |
Risk Figures
| Max. Drawdown | 16.42% |
| Information Ratio | 0.48 |
Detailed Composition Data
Performance
Detail Performance Data
(Re) Allocations
Corporate Actions
| DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
|---|---|---|---|---|---|---|
| 2025-04-23 | DIVIDEND | CISCO SYSTEMS INC | US17275R1023 | 0.0049 | 0.0603 | USD |
| 2025-04-01 | DEDUCTION | DE000A2UG4F2 | -0.4680 | -5.7904 | EUR | |
| 2025-03-26 | DIVIDEND | META PLATFORMS INC-CLASS A | US30303M1027 | 0.0011 | 0.0135 | USD |
| 2025-03-17 | DIVIDEND | ALPHABET INC-CL A | US02079K3059 | 0.0007 | 0.0086 | USD |
| 2025-02-21 | ADDITION | DE000A2UG4F2 | 8.9494 | 113.6752 | EUR | |
| 2025-02-20 | ADDITION | DE000A2UG4F2 | 0.4253 | 5.4431 | EUR | |
| 2025-02-17 | ADDITION | DE000A2UG4F2 | 3.4596 | 44.2208 | EUR | |
| 2025-02-17 | ADDITION | DE000A2UG4F2 | 1.7321 | 22.1403 | EUR | |
| 2025-02-13 | DIVIDEND | APPLE INC | US0378331005 | 0.0008 | 0.0102 | USD |
| 2025-01-09 | ADDITION | DE000A2UG4F2 | 0.5352 | 6.7046 | EUR | |
| 2024-12-16 | ADDITION | DE000A2UG4F2 | 1.8054 | 22.5764 | EUR |