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D&D Alpha Plus Index
EUR | Since 2020-04-30 | D&D SA
At a glance
 |
| Index Allocator | D&D 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 replicates a multi asset strategy linked to equities, bond, commodities and currency markets. The Index Allocator selects members of the Index (each an "Index Component"), using a proprietary quantitative model combined with identifying macro trends. The Index targets to achieve a consistent positive return (market neutral) within a low volatility framework by daily risk-monitoring the strategy. The Index will be rebalanced periodically.
Performance & Risk
Performance
Performance Figures
| Return p.a. | 23.76% |
| 1-Day-Return | -0.28% |
| MTD Return | -6.27% |
| YTD Return | 2.20% |
| Volatility p.a. | 0.0774 |
Risk Figures
| Max. Drawdown | 52.76% |
| Information Ratio | -0.26 |
Detailed Composition Data
Performance
Detail Performance Data
(Re) Allocations
Corporate Actions
| DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
|---|---|---|---|---|---|---|
| 2023-09-21 | DEDUCTION | DE000A28MTK0 | -18.4998 | -144.8501 | EUR | |
| 2023-09-18 | DEDUCTION | DE000A28MTK0 | -33.0944 | -272.8502 | EUR | |
| 2023-09-18 | DEDUCTION | DE000A28MTK0 | -17.8728 | -147.3541 | EUR |