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. | -4.31% |
| 1-Day-Return | 0.11% |
| MTD Return | -1.06% |
| YTD Return | 5.08% |
| Volatility p.a. | 0.0276 |
Risk Figures
| Max. Drawdown | 21.88% |
| Information Ratio | 0.76 |
Detailed Composition Data
Performance
Detail Performance Data
(Re) Allocations
Corporate Actions
| DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
|---|---|---|---|---|---|---|
| 2025-02-25 | DEDUCTION | DE000A22MU38 | -4.6895 | -860.8935 | USD | |
| 2025-01-31 | DEDUCTION | DE000A22MU38 | -1.6401 | -296.3012 | USD | |
| 2025-01-30 | DEDUCTION | DE000A22MU38 | -0.9547 | -172.2581 | USD | |
| 2025-01-30 | DEDUCTION | DE000A22MU38 | -0.7386 | -133.2726 | USD | |
| 2025-01-17 | DEDUCTION | DE000A22MU38 | -4.3367 | -775.3698 | USD | |
| 2025-01-16 | DEDUCTION | DE000A22MU38 | -3.2823 | -584.6360 | USD | |
| 2025-01-15 | DEDUCTION | DE000A22MU38 | -0.2034 | -36.2045 | USD | |
| 2025-01-15 | DEDUCTION | DE000A22MU38 | -0.2034 | -36.2045 | USD | |
| 2025-01-14 | DEDUCTION | DE000A22MU38 | -3.0156 | -539.8485 | USD | |
| 2025-01-13 | DEDUCTION | DE000A22MU38 | -78.8257 | -14097.0693 | USD | |
| 2025-01-08 | DEDUCTION | DE000A22MU38 | -2.9477 | -527.4514 | USD | |
| 2025-01-08 | ADDITION | DE000A22MU38 | 0.0746 | 13.3457 | USD | |
| 2025-01-08 | DEDUCTION | DE000A22MU38 | -0.2985 | -53.4196 | USD | |
| 2025-01-08 | DEDUCTION | DE000A22MU38 | -2.4249 | -433.8967 | USD | |
| 2025-01-08 | DEDUCTION | DE000A22MU38 | -0.7462 | -133.5200 | USD | |
| 2025-01-08 | DEDUCTION | DE000A22MU38 | -0.2986 | -53.4301 | USD | |
| 2025-01-08 | DEDUCTION | DE000A22MU38 | -0.1867 | -33.4011 | USD | |
| 2025-01-03 | DIVIDEND | PIMCO ENHANCED SHORT MATURIT | US72201R8337 | 0.1044 | 18.7112 | USD |
| 2024-12-31 | DIVIDEND | TRANE TECHNOLOGIES PLC | IE00BK9ZQ967 | 0.0176 | 3.1564 | USD |
| 2024-12-31 | DIVIDEND | VERISK ANALYTICS INC | US92345Y1064 | 0.0057 | 1.0170 | USD |
| 2024-12-20 | DIVIDEND | ANALOG DEVICES INC | US0326541051 | 0.0157 | 2.8675 | USD |
| 2024-12-19 | DIVIDEND | QUALCOMM INC | US7475251036 | 0.0179 | 3.2917 | USD |
| 2024-12-19 | DIVIDEND | STERIS PLC | IE00BFY8C754 | 0.0098 | 1.8037 | USD |
| 2024-12-16 | DEDUCTION | DE000A22MU38 | -2.0246 | -387.9398 | USD | |
| 2024-12-16 | ADDITION | DE000A22MU38 | 0.2136 | 40.9231 | USD | |
| 2024-12-12 | DIVIDEND | MICROSOFT CORP | US5949181045 | 0.0068 | 1.3320 | USD |
| 2024-12-12 | DIVIDEND | APPLIED MATERIALS INC | US0382221051 | 0.0071 | 1.3837 | USD |
| 2024-12-10 | DIVIDEND | AMERICAN ELECTRIC POWER | US0255371017 | 0.0308 | 6.0256 | USD |
| 2024-12-09 | DIVIDEND | AMGEN INC | US0311621009 | 0.0220 | 4.3781 | USD |
| 2024-12-06 | DEDUCTION | DE000A22MU38 | -0.2786 | -56.1451 | USD | |
| 2024-12-06 | DIVIDEND | MICROCHIP TECHNOLOGY INC | US5950171042 | 0.0204 | 4.1182 | USD |
| 2024-12-04 | DIVIDEND | PIMCO ENHANCED SHORT MATURIT | US72201R8337 | 0.0135 | 2.7359 | USD |
| 2024-12-03 | DEDUCTION | DE000A22MU38 | -0.0346 | -7.0146 | USD |