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ICON MoSAIQ Carmika Low Volatility I Index

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

At a glance
ISIN DE000A2GHNE1
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
Performance Figures
Return p.a. -1.04%
1-Day-Return 0.35%
MTD Return 0.26%
YTD Return -6.20%
Volatility p.a. 0.0067
Risk Figures
Max. Drawdown 13.06%
Information Ratio 0.58

Composition

High Level Composition Data

 

Detailed Composition Data

Performance

Detail Performance Data

(Re) Allocations

Corporate Actions

DATE TYPE INSTRUMENT ISIN/IDENTIFIER WEIGHT % AMOUNT CURRENCY
2023-05-04 ADDITION DE000A28MEG0 3.7347 435.9627 USD

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