ISF Multi Asset Index (EUR)


Datum der letzten Berechnung: 23.10.20
Indexwert: 109.3500
Monatsverlauf: -0.68 %
Jahresverlauf: 8.05 %

The objective of the Index is to reflect the performance an investor can achieve by regularly investing in the asset class which experienced the best trailing 12-month total return performance out of all available asset classes. In addition, the Index aims to control the volatility of each asset class (except cash) by dynamically allocating between cash and the relevant asset class to target a 60-day annualized volatility of approximately 15.0%.

Aktuelle Zusammensetzung
DateISINWeight
22/10/2020LU11904175990.2202
22/10/2020CH01060271930.5515
22/10/2020CH00144208780.2283

Index Umschichtungen
DateISINUnit Change
13/10/2020CH0106027193-0.00422550
13/10/2020LU11904175990.00022387
24/09/2020CH0106027193-0.01992524
24/09/2020LU11904175990.00104626
22/09/2020CH0106027193-0.12718545
22/09/2020LU11904175990.00677736
14/09/2020CH0014420878-0.06901442
14/09/2020CH01060271930.13946601
14/09/2020LU11904175990.00085237
18/08/2020CH0106027193-0.01890167
18/08/2020LU11904175990.00103842
14/08/2020CH00144208780.03346778
14/08/2020LU1190417599-0.00403648
13/08/2020CH01060271930.00074433
13/08/2020LU1190417599-0.00004039
11/08/2020CH00144208780.04845220
11/08/2020LU1190417599-0.00585852
13/07/2020CH01060271930.01688373
13/07/2020LU1190417599-0.00088342
30/06/2020CH00144208780.03318893
30/06/2020LU1190417599-0.00402604
25/06/2020CH00144208780.02309775
25/06/2020LU1190417599-0.00270268
24/06/2020CH00144208780.00736007
24/06/2020CH01060271930.18793926
24/06/2020LU1190417599-0.01057034
23/06/2020CH01060271930.11995479
23/06/2020LU1190417599-0.00616484
18/06/2020CH01060271930.02165648
18/06/2020LU1190417599-0.00109650
15/06/2020CH01060271930.12273031
15/06/2020LU1190417599-0.00613949
10/06/2020CH00144208780.00078836
13/05/2020CH01060271930.10272129
13/05/2020LU11904175990.00424697
13/05/2020US4642874402-0.08413032
23/04/2020CH0106027193-0.09795426
23/04/2020LU11904175990.00517620
14/04/2020CH0014420878-0.03268496
14/04/2020CH01060271930.09375708
14/04/2020LU1190417599-0.00111795
06/04/2020CH00144208780.00268362
26/03/2020CH0014420878-0.00685833
26/03/2020LU11904175990.00076693
24/03/2020CH0014420878-0.03261033
24/03/2020CH0106027193-0.10399130
24/03/2020LU11904175990.00881639
23/03/2020CH0014420878-0.00607981
23/03/2020LU11904175990.00066119
19/03/2020CH0014420878-0.03708391
19/03/2020LU11904175990.00418078
18/03/2020CH0106027193-0.10588516
18/03/2020LU11904175990.00474242
17/03/2020CH0014420878-0.01102953
17/03/2020LU11904175990.00117171
13/03/2020CH0014420878-0.10798120
13/03/2020CH01060271930.04732936
13/03/2020LU11904175990.01045575
10/03/2020CH0014420878-0.00718140
10/03/2020LU11904175990.00090707
28/02/2020US46428744020.00006545
13/02/2020CH0014420878-0.00008364
13/02/2020LU11904175990.00001094
31/01/2020US46428744020.00007348
13/01/2020CH00144208780.00054367
13/01/2020LU1190417599-0.00006708
07/01/2020CH0014420878-0.05073312
07/01/2020LU11904175990.00644364
18/12/2019US46428744020.00007742
09/12/2019CH0106027193-0.42982337
09/12/2019LU11904175990.01859940
06/12/2019CH0014420878-1.82279144
06/12/2019CH01060271930.84574762
06/12/2019IE00BYM11H29-0.23727187
06/12/2019LU11904175990.27835225
06/12/2019US4642874402-0.70000000


Hintergrundinformationen

Universe of Index Components

Funds in the sectors of equities, real estate, commodities, fixed income and a EUR cash fund.

Index Components and their selection

Each Index Component must fulfil the following selection criteria to be eligible for inclusion in the Index. The relevant Index Component must:
(i) have a price that is set regularly and publicly accessible;
(ii) be approved by FINMA for public distribution in Switzerland;
(iii) be denominated in EUR, USD, CHF, GBP;
(iv) have assets under management at the time of inclusion in the Index in excess of 150 million CHF or the equivalent in its relevant currency in which it is denominated; and
(v) be similar in the investment theme (e.g. MSCI World cannot be replaced by MSCI Germany).

The Index Component Selection Criteria are required to be fulfilled at the time of inclusion of the relevant Index Component in the Index. However, fulfilment of the Index Component Selection Criteria will not be monitored on an ongoing basis following such inclusion.

The selection of Index Components is static and except for circumstances as described in these Index Guidelines, is not planned to change.

Allocation of Index Components

The Index represents a multi asset strategy replicating investments in the asset classes cash, equities, commodities, fixed income and real estate. Each asset class is represented by a fund as outlined in the table below as of the Index Start Date ((considered static but subject to changes as per Index Guidelines)

Asset Class      -     Fund ISIN
Cash                 -      LU1190417599
Equities            -      IE00BYM11H29
Commodities    -      CH0106027193
Fixed Income   -      US4642874402
Real Estate      -      CH0014420878

Part of the Index exposure may be rebalanced on a monthly basis using the trailing 12-month gross total return for each asset class (momentum filter)

Volatility targeting is achieved by dynamically reducing (increasing) exposure to the respective asset class by increasing (reducing) the asset class cash in case of high (low) level of the 60-Days Volatility of the observed asset class. For the avoidance of doubt, no leverage will be created in the Index.

Monthly Rebalancing
Rebalancing Determination Date: 13th Day of every month.

Each Bucket has annual Rebalancing Dates on which the Bucket reallocates 100.0% in the asset class with best trailing 12-month gross total return performance. The difference between each of the twelve Buckets is that Rebalancing Determination Dates and Rebalancing Dates are offset by one month.

In case a Period Start Date / Period End Date is not a Business Day, the previous Business Day will be considered.

Daily Rebalancing
Volatility targeting is done daily for each Bucket and in a similar fashion as described under Monthly Rebalancing with a weight tolerance of 10%. It should be noted however, that this only applies to asset classes equities, real estate, commodities and fixed income.

Events
Type Date Note Value
Monthly Rebalance Cannabis Total Opportunity Index 13.12.2019
Monthly Rebalance Cannabis Total Opportunity Index 13.01.2020
Monthly Rebalance Cannabis Total Opportunity Index 13.02.2020
Monthly Rebalance Cannabis Total Opportunity Index 13.03.2020
Monthly Rebalance 13.04.2020
Monthly Rebalance Cannabis Total Opportunity Index 13.05.2020
Monthly Rebalance Cannabis Total Opportunity Index 13.06.2020
Update Tax rates on Website 01.07.2020
Monthly Rebalance 13.07.2020
Monthly Rebalance Cannabis Total Opportunity Index 13.08.2020
Monthly Rebalance Cannabis Total Opportunity Index 13.09.2020
Update Tax rates on Website 01.10.2020
Monthly Rebalance 13.10.2020
Monthly Rebalance Cannabis Total Opportunity Index 13.11.2020
Monthly Rebalance Cannabis Total Opportunity Index 13.12.2020
Update Tax rates on LIXX 01.01.2021
Monthly Rebalance Cannabis Total Opportunity Index 13.01.2021
Monthly Rebalance Cannabis Total Opportunity Index 13.02.2021
Monthly Rebalance Cannabis Total Opportunity Index 13.03.2021
Update Tax rates on LIXX 01.04.2021
Monthly Rebalance Cannabis Total Opportunity Index 13.04.2021
Monthly Rebalance Cannabis Total Opportunity Index 13.05.2021
Monthly Rebalance Cannabis Total Opportunity Index 13.06.2021
Update Tax rates on LIXX 01.07.2021
Monthly Rebalance Cannabis Total Opportunity Index 13.07.2021
Monthly Rebalance Cannabis Total Opportunity Index 13.08.2021
Monthly Rebalance Cannabis Total Opportunity Index 13.09.2021
Create new events 01.10.2021

Create all events for next year 2022

Monthly Rebalance Cannabis Total Opportunity Index 13.10.2021
Monthly Rebalance 13.11.2021
Monthly Rebalance 13.12.2021
Update Tax rates on LIXX 01.01.2022
Create new events 03.10.2022

Create all events for next year 2023

Stammdaten & Dokumente
Identifier: DE000A26RSH1 WKN: A26RSH
Bloomberg Ticker: LIXXMAEU Index Sponsor: ISF Institut Deutsch-Schweizer Finanzdienstleistungen GmbH