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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. 2.32%
1-Day-Return -0.15%
MTD Return 0.08%
YTD Return 2.32%
Volatility p.a. 0.0004
Risk Figures
Max. Drawdown 0.64%
Information Ratio 3.30

Composition

High Level Composition Data

 

Detailed Composition Data

Performance

Detail Performance Data

(Re) Allocations

Corporate Actions

DATE TYPE INSTRUMENT ISIN/IDENTIFIER WEIGHT % AMOUNT CURRENCY
2024-04-18 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
2024-02-20 ADDITION DE000A3G8VH9 0.1289 1.3279 EUR
2024-02-19 ADDITION DE000A3G8VH9 1.2928 13.3099 EUR
2024-02-19 ADDITION DE000A3G8VH9 3.8785 39.9297 EUR
2024-02-16 ADDITION DE000A3G8VH9 0.4090 4.2094 EUR
2024-02-16 ADDITION DE000A3G8VH9 0.4087 4.2069 EUR
2024-02-16 ADDITION DE000A3G8VH9 2.5889 26.6465 EUR
2024-02-14 ADDITION DE000A3G8VH9 0.8445 8.7006 EUR
2024-02-14 DEDUCTION DE000A3G8VH9 -6.3297 -65.2120 EUR
2024-02-12 ADDITION DE000A3G8VH9 3.2083 33.0324 EUR
2024-02-09 ADDITION DE000A3G8VH9 2.7624 28.4283 EUR
2024-02-08 ADDITION DE000A3G8VH9 7.1038 73.1278 EUR
2024-02-08 ADDITION DE000A3G8VH9 1.2503 12.8705 EUR
2024-02-08 ADDITION DE000A3G8VH9 7.9562 81.9032 EUR
2024-02-08 ADDITION DE000A3G8VH9 3.8360 39.4890 EUR
2024-02-08 ADDITION DE000A3G8VH9 0.1421 1.4626 EUR
2024-02-08 ADDITION DE000A3G8VH9 0.5683 5.8502 EUR
2024-02-05 ADDITION DE000A3G8VH9 6.9747 71.8264 EUR
2023-12-25 ADDITION DE000A3G8VH9 0.9629 9.7027 EUR
2023-12-05 ADDITION DE000A3G8VH9 0.5838 5.8623 EUR

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