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ICON MoSAIQ Carmika Low Volatility I Index

USD | Since 2020-04-17 | Icon Asset Management AG

At a glance
Index Allocator Icon Asset Management AG
Index Currency USD
Index Administrator LIXX
Index Allocator Description

ICON Asset Management AG

Elias Nechachby CFA

MoSAIQ seeks to provide positive double digit average yearly returns with no negative year throughout market cycles.

MoSAIQ is a quantitative Strategy that seeks to systematically exploit investor


Index description

The Index replicates a multi-asset strategy linked to equities, futures, options, options on futures, volatility futures, ETFs and equity indices. The Index Allocator selects members of the Index (each an "Index Component"), through a mixed systematic and process driven discretionary approach. The investment objective is to achieve long-term positive absolute returns in all market contexts (an all-weather strategy) while maximizing the Sharpe ratio under a low average maximum target volatility constraint close to 5%, therefore providing investors a risk profile similar to an investment grade bond portfolio with the performance profile of an equity product. The Index will be rebalanced periodically

Performance & Risk

Performance Figures
Return p.a. -6.78%
1-Day-Return -0.11%
MTD Return 1.15%
YTD Return -4.12%
Volatility p.a. 0.0069
Risk Figures
Max. Drawdown 13.06%
Information Ratio 0.61


High Level Composition Data


Detailed Composition Data


Detail Performance Data

(Re) Allocations

Corporate Actions

2024-02-06 DIVIDEND PIMCO ENHANCED SHORT MATURIT US72201R8337 0.2016 24.1233 USD
2024-01-03 DIVIDEND PIMCO ENHANCED SHORT MATURIT US72201R8337 0.2085 25.7624 USD
2023-12-20 DIVIDEND ELECTRONIC ARTS INC US2855121099 0.0021 0.2591 USD
2023-12-15 DIVIDEND CSX CORP US1264081035 0.0046 0.5769 USD
2023-12-15 DIVIDEND CORTEVA INC US22052L1044 0.0051 0.6400 USD
2023-12-11 DIVIDEND MARATHON PETROLEUM CORP US56585A1025 0.0084 1.0455 USD
2023-12-07 DEDUCTION DE000A28MEG0 -3.8608 -473.3684 USD

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