Top

DE000A3DDW07

Multi Asset Inflation Protected Index

Index Value126.81
Course of the year20.70%
Last calculation29.11.2024
Description

The objective of the Index is to reflect the performance an investor can achieve by investing in such category which experienced the best trailing 6-month total return performance out of all available categories. The Reference Market is characterized by ETFs in the categories Real Estate, Commodities, Infrastructure, Inflation Linked Bonds, Inflation Expectation Bonds, Money Market, Global Equity-Value, Global Equity-Growth.

 

Index powered using Thomson Reuters data.

Chart

Information & documents

DateISINNameWeight
29/11/2024IE0005E8B9S4Amundi Russell 1000 Gro UCITS ETF Acc0.5104
29/11/2024DE000A0Q4R44iShares STOXX Europe 600 Real Estate (DE)0.3447
29/11/2024IE00BYM8JD58Invesco Real Estate S&P US Sel Sctr UCITS ETF Acc0.1448
DateISINUnit Change
06/11/2024IE00BYM8JD580.73715747
06/11/2024IE0005E8B9S4-0.03745465
14/10/2024DE000A0Q4R440.00672154
14/10/2024DE000A0Q4R440.00578475
03/10/2024IE0005E8B9S4-0.05926016
03/10/2024DE000A0Q4R441.63414810
04/09/2024IE0005E8B9S4-0.05274963
04/09/2024DE000A0Q4R441.40639463
05/08/2024IE0005E8B9S40.05812914
05/08/2024DE000A0Q4R44-1.60463557
15/07/2024DE000A0Q4R440.00874904
03/07/2024FR00111191710.04160424
03/07/2024DE000A0Q4R44-1.29537710
05/06/2024FR00111191710.03803137
05/06/2024DE000A0Q4R44-1.05136647
07/05/2024IE00BYXYX521-0.52983321
07/05/2024FR00111191710.03745465
12/04/2024DE000A0Q4R440.00079356
12/04/2024DE000A0Q4R440.00120456
12/04/2024DE000A0Q4R440.00097774
05/02/2024FR0011119171-0.05746915
05/02/2024DE000A0Q4R441.59468197
15/01/2024DE000A0Q4R440.00234559
15/01/2024DE000A0Q4R440.00288998
04/01/2024FR0011119171-0.05317957
04/01/2024DE000A0Q4R441.29150938
05/12/2023FR0011119171-0.04242329
05/12/2023DE000A0Q4R441.04822732
06/11/2023IE00BYXYX5210.52983321
06/11/2023IE00BP3QZB59-0.41402968
04/10/2023IE00BP3QZB59-0.54187141
04/10/2023FR00111191710.05926016
05/09/2023IE00BP3QZB59-0.48536954
05/09/2023FR00111191710.05274963
03/08/2023LU1390062245-0.15953084
03/08/2023FR00111191710.05746915
05/07/2023LU1390062245-0.14802962
05/07/2023FR00111191710.05317957
05/06/2023IE00BG8BCY43-0.13047227
05/06/2023FR00111191710.04242329
04/05/2023IE00BP3QZB590.41402968
04/05/2023IE00BG8BCY43-0.13727717
05/04/2023IE00BP3QZB590.54187141
05/04/2023IE00BG8BCY43-0.18219229
03/03/2023LU1390062831-0.14593250
03/03/2023IE00BP3QZB590.48536954
03/02/2023LU13900622450.15953084
03/02/2023LU0419741177-0.12276566
04/01/2023LU13900622450.14802962
04/01/2023LU0419741177-0.11026251
05/12/2022LU0419741177-0.08421713
05/12/2022IE00BG8BCY430.13047227
04/11/2022LU0419741177-0.08838776
04/11/2022IE00BG8BCY430.13727717
06/10/2022LU0419741177-0.11576048
06/10/2022IE00BG8BCY430.18219229
05/09/2022LU13900628310.14593250
05/09/2022LU0419741177-0.10896840
05/07/2022LU04197411770.11026251
05/07/2022IE00BYM8JD58-0.78064012
03/06/2022LU04197411770.08421713
03/06/2022FR0011119171-0.05343675
04/05/2022LU04197411770.08838776
04/05/2022FR0011119171-0.05343675
05/04/2022LU04197411770.11576048
05/04/2022IE00BYM8JD58-0.78064012
03/03/2022LU04197411770.10896840
03/03/2022IE00BYM8JD58-0.78064012

Universe of Index Components

The following instruments selected from the Reference Market: Exchange Traded Funds

Index Components and their selection

Each instrument selected from the Index Universe must fulfil the following criteria to be eligible for inclusion in the Index ("Index Component Selection Criteria"). The relevant investment instrument must:
(i) Have a price that is set regularly and publicly accessible;
(ii) Be denominated in EUR, CHF, USD or GBP;
(iii) Be UCITS compliant;
(iv) Have a market capitalization of at least seventy-five (75) EUR million.

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

General Concept
The Index represents a multi asset strategy replicating investments in different asset classes (as included in the table below each a "Category"). Each Index Component within the index has been selected due to its tendency to outperform the market in times of rising inflation. Each is represented by at least one fund as outlined in the table below as of the Index Start Date.

Category

Fund ISIN

Commodities

LU0419741177

Inflation Linked Bonds

LU0290358224

IE00BDZVH966

IE00BKPT2S34

Inflation Expectation

LU1390062245

LU1390062831

Infrastructure

LU0512092221

Money Market

IE00BG8BCY43

Global Equity - Value

IE00BP3QZB59

Global Equity - Growth

FR0011119171

Real Estate

DE000A0Q4R44

IE00BYM8JD58



The Index Components' individual weightings ("Index Exposure") may be rebalanced on a monthly basis using the trailing 6-month gross total return for each Category (momentum filter) ("Monthly Rebalancing").
As of the Index Start Date, the Index consists of 6 Buckets (each a "Bucket") and each Bucket represents 16.66 index points (i.e. together 100.00 index points equivalent to the Initial Index Value on the Index Start Date). Monthly Rebalancing is applied to each Bucket individually.

Monthly Rebalancing
Each Bucket reallocates to the Category with best trailing 6-month gross total return performance as of the relevant rebalancing determination date (each as specified in the table below a "Rebalancing Determination Date"). The difference between each of the six Buckets is that Rebalancing Determination Dates are offset by one month as indicated in the table below. As in total there are six Buckets, and given that twelve months per calendar year exist, each Bucket is rebalanced twice a year. 

The Period End Date is the Business Day before a Rebalancing Determination Date. The Period Start Date is the Business Day six months prior to the Period End Date. For instance, for the rebalancing of Bucket 1 at 1st July 2022, the period considered is from 31st December 2021 to 30th June 2022. The ETF with the best gross total return performance within that period will receive the allocation of that Bucket.
The Monthly Rebalancing in the Index will be effective as of the second consecutive Business Day following a Rebalancing Determination Date.