Venn Smart Alpha Emerging Asia Index


Datum der letzten Berechnung: 15.01.21
Indexwert: 151.6300
Monatsverlauf: 6.99 %
Jahresverlauf: 6.99 %

The objective of the Index is to reflect the performance an investor can achieve by investing in a dynamic portfolio of such 35 listed shares from the Reference Market representing the main common convictions of a group of short-listed managers (the “Selection of Portfolio Managers”). To reflect the economic reality given by factors such as availability of instruments, reinvestment of maturing instruments and portfolio size, Index Components may be replaced, and their weighting adjusted over time.

Aktuelle Zusammensetzung
DateISINWeight
15/01/2021MU0295S000160.030221512
15/01/2021US01609W10270.023188628
15/01/2021US05278C10710.025520303
15/01/2021US05675210850.040969277
15/01/2021US06684L10350.021980100
15/01/2021US07725L10260.029629767
15/01/2021US09004010600.062447317
15/01/2021US36165L10890.028784204
15/01/2021US40415F10120.027167782
15/01/2021US44332N10630.021605097
15/01/2021US45104G10400.027488427
15/01/2021US45678810850.029536042
15/01/2021US46267X10810.021323673
15/01/2021US46591M10990.029923813
15/01/2021US47215P10660.024796249
15/01/2021US48249710420.024848829
15/01/2021US51783410700.022713471
15/01/2021US58546410090.021699023
15/01/2021US60879B10700.023894476
15/01/2021US64110W10270.030013380
15/01/2021US64758110700.023843896
15/01/2021US65487X10280.039491904
15/01/2021US67066G10400.023338734
15/01/2021US72230410280.029671647
15/01/2021US81141R10050.033350222
15/01/2021US87403910030.031574072
15/01/2021US87408010430.021679968
15/01/2021US88032Q10940.026555872
15/01/2021US88034P10930.033572410
15/01/2021US89677Q10760.023961798
15/01/2021US92763W10360.029406805
15/01/2021US98850P10930.023329314
15/01/2021US98887Q10400.040072085
15/01/2021US98980A10510.022071456
15/01/2021USN0705921000.030328444
Index Umschichtungen
DateISINUnit change
16/12/2020US87403910030.00011264
09/12/2020US46591M10990.00021079
Hintergrundinformation

Universe of Index Components

Equity securities or Substitutes of companies from the Reference Market.

Index Components and their selection

1. Selection of Portfolio Managers
The eligible portfolio managers selection is deemed to include 35 to 50 managers investing in the Reference Market. The selection is determined annually in January on the last Business Day (the "Managers Selection Day"). Eligible portfolio managers must meet the following criteria. They:
a) Follow a fundamental investment philosophy,
b) Manage a portfolio value> USD 100 million.
The selection of portfolio managers remains the same until the next Managers Selection Day unless any of the portfolio managers no longer meets the criteria or due to any event that substantially changes the way a portfolio is managed. The definition of a substantial change is at the discretion of the Index Allocator.
2. Selection of Securities
The eligible securities are determined quarterly by aggregating all the positions held in the portfolios of the selected managers on the basis of the latest published inventories.
Securities of the universe must fulfil the following criteria at the Rebalancing Determination Date to be eligible for the index component selection. The following process is applied:
a) Eligible securities are ranked by decreasing weightings of positions held by the selection of portfolio managers;
b) eligible securities must be listed on an Exchange and/or an OTC market;
c) only shares and substitutes are eligible for the Index Component Selection;
d) singletons defined as only one security line selected by a single manager out of the Selection of Portfolio Managers are not eligible;
e) Securities whose aggregated weighting is composed for more than two-thirds of a single portfolio manager’s weight are normalised. The normalisation is done by allocating, to this specific single portfolio manager, the average weight calculated from the remaining portfolio managers holding the specific security;
f) if multiple lines of a stock qualify for the Index, the less liquid is removed;
g) the Index Component Selection is then composed of the 35 top remaining eligible securities.
With each selection of securities and a following rebalancing, an equal weight of the Index Components is applied.

Events
Type Date Note Value
Quarterly Rebalancing Venn Indices (US/EA/SMID) 12.02.2021
Quarterly Rebalancing Venn Indices (US/EA/SMID) 14.05.2021
Quarterly Rebalancing Venn Indices (US/EA/SMID) 13.08.2021
Quarterly Rebalancing Venn Indices (US/EA/SMID) 12.11.2021
Quarterly Rebalancing Venn Indices (US/EA/SMID) 11.02.2022
Quarterly Rebalancing Venn Indices (US/EA/SMID) 13.05.2022
Quarterly Rebalancing Venn Indices (US/EA/SMID) 12.08.2022
Quarterly Rebalancing Venn Indices (US/EA/SMID) 11.11.2022
Stammdaten & Dokumente
Identifier: FR0013511847 WKN: ---
Bloomberg Ticker: VENNEA Index Sponsor: Venn Research