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AY STY Index

EUR | Since 2023-10-31 | Ayaltis AG

At a glance
ISIN DE000A3EWLB3
Index Allocator Ayaltis AG
Index Currency EUR
Index Administrator LIXX
Index Allocator Description

Ayaltis AG

The manager employs a proprietary quantitative rule based and systematic algorithm in order to determine the allocations.

 

Index description

From the Index Universe, the algorithm chooses such components which fulfill the Index Component Selection Criteria. The strategy’s objective is to produce buy and sell signals of different market indices and equities. Based on these identified signals, the strategy allocates the component to the Index.
The allocation model derives the allocations to each Index Component based on price activity, liquid-ity, applicable technical data inputs, news flow, technical indicators, market access costs and other relevant factors.
In addition, cash holdings within the Index can be represented through highly liquid money market funds or foreign exchange spot positions. When the selection model detects a new signal, the Index Components will be reweighted. The regular screening for signals is done on a continuous basis.

Performance & Risk

Performance
Performance Figures
Return p.a. 3.48%
1-Day-Return 0.12%
MTD Return 0.35%
YTD Return 3.48%
Volatility p.a. 0.0004
Risk Figures
Max. Drawdown 0.64%
Information Ratio 3.27

Composition

High Level Composition Data

 

Detailed Composition Data

Performance

Detail Performance Data

(Re) Allocations

Corporate Actions

DATE TYPE INSTRUMENT ISIN/IDENTIFIER WEIGHT % AMOUNT CURRENCY
2024-06-26 DEDUCTION DE000A3G8VH9 -16.9577 -176.7562 EUR
2024-06-11 DEDUCTION DE000A3G8VH9 -2.7898 -29.0891 EUR
2024-06-11 DEDUCTION DE000A3G8VH9 -0.4827 -5.0329 EUR
2024-04-25 DEDUCTION DE000A3G8VH9 -0.0936 -0.9668 EUR
2024-04-24 DEDUCTION DE000A3G8VH9 -0.2804 -2.8996 EUR
2024-04-18 DEDUCTION DE000A3G8VH9 -0.9143 -9.4594 EUR
2024-04-04 ADDITION DE000A3G8VH9 0.4631 4.7964 EUR
2024-04-01 ADDITION DE000A3G8VH9 0.1859 1.9221 EUR
2024-03-28 ADDITION DE000A3G8VH9 1.3020 13.4605 EUR
2024-03-21 ADDITION DE000A3G8VH9 0.4698 4.8592 EUR
2024-03-18 ADDITION DE000A3G8VH9 0.1893 1.9540 EUR
2024-03-12 ADDITION DE000A3G8VH9 25.6782 265.1469 EUR
2024-03-11 ADDITION DE000A3G8VH9 0.6371 6.5806 EUR
2024-03-08 ADDITION DE000A3G8VH9 0.5133 5.3000 EUR

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