DE000A26RSG3
Index Value | 110.6 |
Course of the year | 15.85% |
Last calculation | 29.11.2024 |
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%.
Data powered by Reuters
Date | ISIN | Name | Weight |
---|---|---|---|
29/11/2024 | CH0106027128 | UBS ETF (CH) - Gold (CHF) hedged (CHF) A-dis | 0.3314 |
29/11/2024 | IE00BYM11L64 | UBS MSCI ACWI SF UCITS ETF USD A acc | 0.6640 |
29/11/2024 | LU0128499158 | Pictet-Short-Term Money Market CHF-P | 0.0046 |
Date | ISIN | Unit Change |
---|---|---|
13/11/2024 | IE00BYM11L64 | -0.04556019 |
13/11/2024 | CH0106027128 | 0.09831918 |
28/10/2024 | LU0128499158 | -0.06796784 |
28/10/2024 | IE00BYM11L64 | 0.04208300 |
14/10/2024 | LU0128499158 | -0.00703917 |
14/10/2024 | IE00BYM11L64 | -0.03879987 |
14/10/2024 | CH0106027128 | 0.09021023 |
03/10/2024 | LU0128499158 | 0.07500701 |
03/10/2024 | IE00BYM11L64 | -0.04718129 |
13/09/2024 | IE00BYM11L64 | -0.04288373 |
13/09/2024 | CH0106027128 | 0.08792688 |
13/08/2024 | LU0128499158 | 0.00388922 |
13/08/2024 | CH0106027128 | -0.00534571 |
19/07/2024 | LU0128499158 | -0.00899665 |
19/07/2024 | CH0106027128 | 0.01258983 |
24/06/2024 | LU0128499158 | 0.00934147 |
24/06/2024 | CH0106027128 | -0.01347638 |
13/06/2024 | LU0128499158 | -0.01785107 |
13/06/2024 | IE00BYM11L64 | 0.04117515 |
13/06/2024 | CH0014420878 | -0.04313483 |
13/05/2024 | LU0128499158 | -0.00312208 |
13/05/2024 | IE00BYM11L64 | 0.05142033 |
13/05/2024 | CH0106027128 | -0.10749288 |
01/05/2024 | CH0014420878 | 0.00024587 |
30/04/2024 | LU0128499158 | 0.00709730 |
30/04/2024 | CH0014420878 | -0.00651002 |
15/04/2024 | LU0128499158 | -0.06776506 |
15/04/2024 | IE00BYM11L64 | 0.04531534 |
15/04/2024 | CH0014420878 | 0.00075422 |
13/03/2024 | LU0128499158 | -0.06938012 |
13/03/2024 | IE00BYM11L64 | 0.04626893 |
16/02/2024 | LU0128499158 | 0.00650335 |
16/02/2024 | CH0014420878 | -0.00575173 |
13/02/2024 | LU0128499158 | -0.06572245 |
13/02/2024 | IE00BYM11L64 | 0.04555245 |
15/01/2024 | LU0128499158 | -0.00563327 |
15/01/2024 | IE00BYM11L64 | 0.04542805 |
15/01/2024 | CH0106027128 | -0.09217587 |
13/12/2023 | LU0128499158 | -0.06048740 |
13/12/2023 | IE00BYM11L64 | 0.04408853 |
13/11/2023 | LU0128499158 | -0.06042007 |
13/11/2023 | IE00BYM11L64 | 0.04563349 |
13/10/2023 | LU0128499158 | -0.05664773 |
13/10/2023 | IE00BYM11L64 | 0.04322769 |
13/09/2023 | LU0128499158 | -0.05796255 |
13/09/2023 | IE00BYM11L64 | 0.04288373 |
07/09/2023 | CH0106027128 | 0.00221872 |
14/08/2023 | LU0128499158 | -0.07303380 |
14/08/2023 | CH0106027128 | 0.12155691 |
28/07/2023 | LU0128499158 | -0.00722156 |
28/07/2023 | CH0014420878 | 0.00671414 |
13/07/2023 | LU0128499158 | -0.07157807 |
13/07/2023 | IE00BYM11L64 | 0.05250954 |
13/06/2023 | LU0128499158 | -0.05441278 |
13/06/2023 | CH0014420878 | 0.04768235 |
15/05/2023 | LU0128499158 | 0.00129235 |
15/05/2023 | CH0106027128 | -0.00201196 |
13/04/2023 | LU0128499158 | 0.06607507 |
13/04/2023 | CH0106027128 | -0.10114507 |
13/03/2023 | LU0128499158 | 0.06754039 |
13/03/2023 | CH0106027128 | -0.11010419 |
13/02/2023 | LU0128499158 | 0.05505017 |
13/02/2023 | CH0014420878 | -0.05054100 |
13/01/2023 | LU0128499158 | -0.00315415 |
13/01/2023 | IE00BYM11L64 | -0.04269933 |
13/01/2023 | CH0106027128 | 0.09217587 |
30/12/2022 | LU0128499158 | -0.01233011 |
30/12/2022 | CH0014420878 | 0.01145709 |
13/12/2022 | LU0128499158 | 0.05208632 |
13/12/2022 | IE00BYM11L64 | -0.04082207 |
14/11/2022 | LU0128499158 | 0.05193476 |
14/11/2022 | IE00BYM11L64 | -0.04123135 |
11/11/2022 | LU0128499158 | 0.00686527 |
11/11/2022 | CH0014420878 | -0.00638584 |
13/10/2022 | LU0128499158 | 0.04808760 |
13/10/2022 | IE00BYM11L64 | -0.04159487 |
29/09/2022 | LU0128499158 | -0.02362304 |
29/09/2022 | IE00BYM11L64 | 0.02032661 |
13/09/2022 | LU0128499158 | 0.04410542 |
13/09/2022 | IE00BYM11L64 | -0.03497301 |
07/09/2022 | LU0128499158 | -0.00699417 |
07/09/2022 | CH0014420878 | 0.00648432 |
06/09/2022 | LU0128499158 | -0.03768906 |
06/09/2022 | IE00BYM11L64 | 0.03020824 |
15/08/2022 | LU0128499158 | 0.04732230 |
15/08/2022 | IE00BYM11L64 | -0.03543708 |
13/07/2022 | LU0128499158 | 0.04487266 |
13/07/2022 | IE00BYM11L64 | -0.03680694 |
07/07/2022 | LU0128499158 | 0.00802336 |
07/07/2022 | CH0014420878 | -0.00717349 |
05/07/2022 | LU0128499158 | 0.04197352 |
05/07/2022 | IE00BYM11L64 | -0.03489066 |
13/06/2022 | LU0128499158 | 0.04771649 |
13/06/2022 | IE00BYM11L64 | -0.03909973 |
07/06/2022 | LU0128499158 | -0.02868783 |
07/06/2022 | CH0106027128 | 0.04634325 |
01/06/2022 | LU0128499158 | 0.00788477 |
01/06/2022 | CH0014420878 | -0.00713666 |
13/05/2022 | LU0128499158 | -0.00574872 |
13/05/2022 | IE00BYM11L64 | -0.03918281 |
13/05/2022 | CH0106027128 | 0.09233534 |
03/05/2022 | LU0128499158 | 0.00730782 |
03/05/2022 | CH0106027128 | -0.01168482 |
19/04/2022 | LU0128499158 | 0.00722316 |
19/04/2022 | CH0014420878 | -0.00606901 |
15/04/2022 | LU0128499158 | 0.00724883 |
15/04/2022 | CH0014420878 | -0.00606901 |
13/04/2022 | LU0128499158 | -0.00757354 |
13/04/2022 | IE00BYM11L64 | -0.03676713 |
13/04/2022 | CH0106027128 | 0.08851100 |
11/04/2022 | CH0014420878 | 0.00086991 |
14/03/2022 | LU0128499158 | -0.01452503 |
14/03/2022 | IE00BYM11L64 | -0.04152561 |
14/03/2022 | CH0106027128 | 0.10524933 |
15/02/2022 | LU0128499158 | 0.08493338 |
15/02/2022 | IE00BYM11L64 | -0.05986413 |
14/02/2022 | LU0128499158 | -0.00658423 |
14/02/2022 | CH0106027128 | -0.10848639 |
14/02/2022 | CH0014420878 | 0.05849468 |
25/01/2022 | LU0128499158 | 0.10766820 |
25/01/2022 | IE00BYM11L64 | -0.07857449 |
13/01/2022 | IE00BYM11L64 | 0.04817175 |
13/01/2022 | CH0106027128 | -0.11751276 |
13/12/2021 | LU0128499158 | -0.00612421 |
13/12/2021 | IE00BYM11L64 | 0.04605389 |
13/12/2021 | CH0106027128 | -0.10200583 |
15/11/2021 | IE00BYM11L64 | 0.04651563 |
15/11/2021 | CH0106027128 | -0.11112089 |
13/10/2021 | IE00BYM11L64 | 0.04692574 |
13/10/2021 | CH0106027128 | -0.10950217 |
13/09/2021 | LU0128499158 | -0.00116462 |
13/09/2021 | IE00BYM11L64 | 0.04494749 |
13/09/2021 | CH0106027128 | -0.10556994 |
13/08/2021 | IE00BYM11L64 | 0.05466815 |
13/08/2021 | CH0106027128 | -0.13172161 |
13/07/2021 | IE00BYM11L64 | 0.05678140 |
13/07/2021 | CH0106027128 | -0.13229062 |
14/06/2021 | IE00BYM11L64 | 0.05215877 |
14/06/2021 | CH0106027128 | -0.11516451 |
14/05/2021 | IE00BYM11L64 | 0.05226959 |
14/05/2021 | CH0106027128 | -0.11373897 |
13/04/2021 | IE00BYM11L64 | 0.04904708 |
13/04/2021 | CH0106027128 | -0.11251238 |
07/04/2021 | LU0128499158 | -0.05744194 |
07/04/2021 | CH0106027128 | 0.09776132 |
30/03/2021 | LU0128499158 | -0.00796141 |
30/03/2021 | CH0106027128 | 0.01400051 |
15/03/2021 | LU0128499158 | -0.00754504 |
15/03/2021 | IE00BYM11L64 | 0.05539487 |
15/03/2021 | CH0106027128 | -0.11109687 |
15/02/2021 | LU0128499158 | 0.00454701 |
15/02/2021 | CH0106027128 | 0.10848639 |
15/02/2021 | CH0014420878 | -0.06281256 |
12/02/2021 | LU0128499158 | -0.00718538 |
12/02/2021 | CH0106027128 | 0.01162750 |
08/02/2021 | LU0128499158 | -0.07363337 |
08/02/2021 | CH0106027128 | 0.11865886 |
13/01/2021 | LU0128499158 | 0.01428797 |
13/01/2021 | CH0106027128 | 0.09055970 |
13/01/2021 | CH0014420878 | -0.06278118 |
14/12/2020 | LU0128499158 | 0.01330959 |
14/12/2020 | CH0106027128 | 0.09037833 |
14/12/2020 | CH0016999861 | -0.06995682 |
13/11/2020 | LU0128499158 | 0.01178116 |
13/11/2020 | CH0106027128 | 0.08824061 |
13/11/2020 | CH0014420878 | -0.06282103 |
10/11/2020 | LU0128499158 | 0.07786366 |
10/11/2020 | CH0106027128 | -0.12219033 |
04/11/2020 | LU0128499158 | -0.08388720 |
04/11/2020 | CH0106027128 | 0.13005352 |
13/10/2020 | LU0128499158 | 0.01384562 |
13/10/2020 | CH0106027128 | 0.08360191 |
13/10/2020 | CH0014420878 | -0.06282103 |
12/10/2020 | LU0128499158 | 0.01982085 |
12/10/2020 | CH0106027128 | -0.03042665 |
22/09/2020 | LU0128499158 | 0.04067972 |
22/09/2020 | CH0106027128 | -0.06313412 |
14/09/2020 | LU0128499158 | 0.00708854 |
14/09/2020 | CH0106027128 | 0.09156943 |
14/09/2020 | CH0014420878 | -0.06282103 |
14/08/2020 | LU0128499158 | -0.04075168 |
14/08/2020 | CH0014420878 | 0.03812430 |
13/08/2020 | LU0128499158 | 0.00393884 |
13/08/2020 | CH0106027128 | -0.00595672 |
12/08/2020 | LU0128499158 | 0.00943971 |
12/08/2020 | CH0106027128 | -0.01433724 |
11/08/2020 | LU0128499158 | -0.05828272 |
11/08/2020 | CH0014420878 | 0.05440645 |
20/07/2020 | CH0016999861 | 0.00040734 |
13/07/2020 | LU0128499158 | -0.00544736 |
13/07/2020 | CH0106027128 | 0.00885948 |
30/06/2020 | LU0128499158 | -0.03840120 |
30/06/2020 | CH0014420878 | 0.03614735 |
25/06/2020 | LU0128499158 | -0.03560332 |
25/06/2020 | CH0014420878 | 0.03474957 |
24/06/2020 | LU0128499158 | -0.07625235 |
24/06/2020 | CH0106027128 | 0.12646395 |
23/06/2020 | LU0128499158 | -0.01421493 |
23/06/2020 | CH0106027128 | 0.02359496 |
18/06/2020 | LU0128499158 | -0.03120001 |
18/06/2020 | CH0106027128 | 0.05304011 |
15/06/2020 | LU0128499158 | -0.02335966 |
15/06/2020 | CH0106027128 | 0.09263376 |
15/06/2020 | CH0014420878 | -0.03013047 |
10/06/2020 | CH0014420878 | 0.00109595 |
13/05/2020 | LU0128499158 | -0.00846487 |
13/05/2020 | CH0106027128 | 0.06585301 |
13/05/2020 | CH0014420878 | -0.02994779 |
14/04/2020 | LU0128499158 | -0.01136676 |
14/04/2020 | CH0106027128 | 0.06947997 |
14/04/2020 | CH0014420878 | -0.02994779 |
06/04/2020 | CH0014420878 | 0.00397033 |
25/03/2020 | LU0128499158 | 0.02947081 |
25/03/2020 | CH0106027128 | -0.05315467 |
24/03/2020 | LU0128499158 | 0.05854173 |
24/03/2020 | CH0014420878 | -0.06046626 |
19/03/2020 | LU0128499158 | 0.08745285 |
19/03/2020 | CH0106027128 | -0.04196675 |
19/03/2020 | CH0014420878 | -0.06794350 |
13/03/2020 | LU0128499158 | 0.11005240 |
13/03/2020 | CH0106027128 | 0.06272284 |
13/03/2020 | CH0014420878 | -0.14085964 |
13/02/2020 | LU0128499158 | -0.00007890 |
13/02/2020 | CH0014420878 | 0.00006898 |
20/01/2020 | CH0016999861 | 0.00038171 |
13/01/2020 | LU0128499158 | -0.00055465 |
13/01/2020 | CH0014420878 | 0.00050576 |
07/01/2020 | LU0128499158 | 0.07849557 |
07/01/2020 | CH0014420878 | -0.06946209 |
09/12/2019 | LU0128499158 | 0.42578833 |
09/12/2019 | IE00BYM11K57 | -0.35457401 |
06/12/2019 | LU0128499158 | 2.61452172 |
06/12/2019 | IE00BYM11K57 | 0.38978318 |
06/12/2019 | CH0106027128 | -0.78589732 |
06/12/2019 | CH0016999861 | -1.50000000 |
06/12/2019 | CH0014420878 | -1.09367484 |
Universe of Index Components
Funds in the sectors of equities, real estate, commodities, fixed income and a CHF 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 CHF;
(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 - LU0128499158
Equities - IE00BYM11K57
Commodities - CH0106027128
Fixed Income - CH0016999861
Real Estate - CH0014420878
In addition to the Monthly Rebalancing, part of the Index exposure may be rebalanced on a daily basis in order to achieve an approximate annualized volatility target of up to 15.0% (volatility targeting filter) for each of the asset classes equities, real estate, commodities and fixed income and as measured by the 60 days realized and annualized volatility ("60-Days Volatility").
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.
Identifier: DE000A26RSG3 | WKN: A26RSG |
Bloomberg Ticker: LIXXMACH Index | Index Sponsor: ISF Institut Deutsch-Schweizer Finanzdienstleistungen GmbH |