ICON Market Neutral II Index
USD | Since 2019-12-02 | ICON Asset Management AG
At a glance
| ISIN | DE000A26RR00 |
 | |
| Index Allocator | ICON Asset Management AG |
| Index Currency | USD |
| Index Administrator | LIXX |
Index Allocator Description
ICON Asset Management AG
ICON seeks to provide positive double digit average yearly returns with no negative year throughout market cycles.
ICON is a quantitative Strategy that seeks to systematically exploit investor behavioral biases using artificial intelligence and statistical modelling.
Index description
The Index replicates investments in stocks (mainly Nasdaq and S&P 500 components), index options, S&P 500 futures and VIX futures (each an "Index Component", through an automated systematic non-dicretionary approach and through a process driven option hedging strategy. The investment objective is to achieve long-term positive absolute returns in all market contexts while aiming at maximizing the Sharpe ratio. The Index will be rebalanced periodically.
Performance & Risk
Performance
Performance Figures
| Return p.a. | 1.66% |
| 1-Day-Return | -0.17% |
| MTD Return | -1.46% |
| YTD Return | 1.70% |
| Volatility p.a. | 0.0242 |
Risk Figures
| Max. Drawdown | 21.88% |
| Information Ratio | 0.67 |
Detailed Composition Data
Performance
Detail Performance Data
(Re) Allocations
Corporate Actions
| DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
|---|---|---|---|---|---|---|
| 2026-02-02 | DEDUCTION | DE000A22MU38 | -0.2863 | -53.5332 | USD | |
| 2026-01-30 | DEDUCTION | DE000A22MU38 | -0.2867 | -53.5335 | USD | |
| 2026-01-28 | DEDUCTION | DE000A22MU38 | -3.4169 | -639.0968 | USD | |
| 2026-01-07 | DEDUCTION | DE000A22MU38 | -2.3167 | -420.6905 | USD | |
| 2025-12-22 | DEDUCTION | DE000A22MU38 | -0.5433 | -98.4170 | USD | |
| 2025-12-17 | DEDUCTION | DE000A22MU38 | -2.3433 | -423.5832 | USD | |
| 2025-12-08 | DEDUCTION | DE000A22MU38 | -3.1776 | -568.4625 | USD | |
| 2025-12-08 | DEDUCTION | DE000A22MU38 | -3.1776 | -568.4625 | USD | |
| 2025-10-10 | DEDUCTION | DE000A22MU38 | -0.0831 | -15.4770 | USD |