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LIXX INDEX INNOVATION INDIZES

ALLE INDIZES
DE000A3DDW07

Multi Asset Inflation Protected Index

Index Value

101.7

Month course

0.19%

Course of the year

1.70%

Last calculation

10.08.2022

Chart

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.

Information & documents


DateISINNameWeight
10/08/2022LU0419741177Lyxor Bloomberg Eq-weight Commod ex-Agr UCITS ETF1
DateISINUnit Change
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
03/03/2022LU04197411770.1089684
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

IE00B1FZS467

Money Market

IE00BG8BCY43

Global Equity - Value

IE00BP3QZB59

Global Equity - Growth

IE00BJ5JNY98

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.

Identifier: DE000A3DDW07 WKN: A3DDW0
Bloomberg Ticker: LIXXMAIP Index Sponsor: ISF Institut Deutsch-Schweizer Finanzdienstleistungen GmbH

Index Guidelines (Download as PDF)Benchmark Statement (Download as PDF)Compliance Statement (Download as PDF)Notice (Download as PDF)Notice (Download as PDF)

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