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DE000A2QATC6

Multi-Asset-Precious Metals (CHF)

Index Value94.43
Month course5.19%
Course of the year7.32%
Last calculation11.04.2024
Description

The objective of the Index is to reflect the performance an investor can achieve by regularly investing in such precious metal which experienced the best trailing 12-month total return performance out of all available precious metals. 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%.

 

Index powered using Thomson Reuters data.

Chart

Information & documents

DateISINNameWeight
11/04/2024CH0016999861iShares Swiss Domestic Government Bond 7-15 (CH)0.2225
11/04/2024CH0139101601ZKB Gold ETF AA CHF0.1763
11/04/2024CH0183136024ZKB Silver ETF AA CHF0.3319
11/04/2024CH0183136057ZKB Platinum ETF AA CHF0.1124
11/04/2024LU0128499158Pictet-Short-Term Money Market CHF-P0.1568
DateISINUnit Change
28/03/2024LU0128499158-0.03846514
28/03/2024CH01831360240.09709495
14/03/2024LU0128499158-0.05560313
14/03/2024CH01391016010.01360616
13/02/2024LU0128499158-0.03288844
13/02/2024CH01831360240.09232571
15/01/2024LU0128499158-0.02102594
15/01/2024CH0183136057-0.01846187
15/01/2024CH00169998610.06643661
14/12/2023LU0128499158-0.02636206
14/12/2023CH0183136065-0.01046636
14/12/2023CH00169998610.05799097
14/11/2023LU0128499158-0.06811335
14/11/2023CH01391016010.01790901
13/11/2023LU01284991580.00799061
13/11/2023CH0106407239-0.00145494
03/11/2023LU0128499158-0.00836586
03/11/2023CH01064072390.00130210
16/10/2023LU0128499158-0.03084412
16/10/2023CH01831360240.08243185
03/10/2023LU01284991580.03182113
03/10/2023CH0183136024-0.09141023
14/09/2023LU0128499158-0.00604278
14/09/2023CH01831360240.09151106
14/09/2023CH0106407239-0.00389304
08/09/2023LU01284991580.01285786
08/09/2023CH0106406280-0.00250296
06/09/2023LU01284991580.00720256
06/09/2023CH0106406280-0.00132469
21/08/2023LU0128499158-0.00808559
21/08/2023CH01064062800.00156262
18/08/2023LU01284991580.01143295
18/08/2023CH0106407239-0.00157893
14/08/2023LU0128499158-0.03806331
14/08/2023CH01831360240.10103195
11/08/2023LU0128499158-0.01397687
11/08/2023CH01064062800.00268581
04/08/2023LU0128499158-0.02035553
04/08/2023CH01064072390.00275263
28/07/2023LU0128499158-0.00603412
28/07/2023CH01064072390.00081682
17/07/2023LU0128499158-0.00728359
17/07/2023CH01064072390.00095398
14/07/2023LU0128499158-0.04317355
14/07/2023CH01831360240.10311990
14/06/2023LU0128499158-0.04683668
14/06/2023CH01831360240.11541040
15/05/2023LU0128499158-0.04661412
15/05/2023CH01064062800.00739606
09/05/2023LU01284991580.00613037
09/05/2023CH0106407239-0.00065995
14/04/2023LU01284991580.02242152
14/04/2023CH0139101601-0.01871771
14/04/2023CH01064062800.00845448
14/03/2023LU01284991580.05304895
14/03/2023CH0139101601-0.01383428
22/02/2023LU0128499158-0.00612387
22/02/2023CH01064072390.00068304
16/02/2023LU0128499158-0.00979830
16/02/2023CH01064072390.00110396
07/02/2023LU0128499158-0.00711862
07/02/2023CH01064062800.00122190
01/02/2023LU0128499158-0.00611038
01/02/2023CH01064072390.00061115
16/01/2023LU0128499158-0.03881631
16/01/2023CH01064062800.00611218
14/12/2022LU0128499158-0.02075170
14/12/2022CH01064072390.00183206
14/11/2022LU01284991580.03656127
14/11/2022CH0106406280-0.00591262
11/11/2022LU01284991580.00807934
11/11/2022CH0106406280-0.00130658
04/11/2022LU0128499158-0.00656924
04/11/2022CH01064062800.00115918
14/10/2022LU01284991580.03288777
14/10/2022CH0106406280-0.00606366
14/09/2022LU01284991580.01527301
14/09/2022CH01064072390.00150508
14/09/2022CH0106406280-0.00639311
15/08/2022LU01284991580.01844871
15/08/2022CH0106407239-0.00138240
14/07/2022LU01284991580.01324018
14/07/2022CH0106407239-0.00112432
28/06/2022LU0128499158-0.00625862
28/06/2022CH01064072390.00054832
15/06/2022LU0128499158-0.00681575
15/06/2022CH01064062800.00115916
14/06/2022LU01284991580.03828750
14/06/2022CH0183136024-0.10196018
08/06/2022LU0128499158-0.03146037
08/06/2022CH01391016010.00261400
08/06/2022CH01064062800.00338463
07/06/2022LU0128499158-0.00740177
07/06/2022CH01391016010.00190999
16/05/2022LU01284991580.03669987
16/05/2022CH0183136024-0.09527385
12/05/2022LU0128499158-0.00754763
12/05/2022CH01831360240.01999621
03/05/2022LU01284991580.00592501
03/05/2022CH0139101601-0.00151314
14/04/2022LU0128499158-0.02121608
14/04/2022CH0183136024-0.09893936
14/04/2022CH01391016010.01610371
31/03/2022LU01284991580.00773448
31/03/2022CH0183136024-0.01725786
14/03/2022LU0128499158-0.01927930
14/03/2022CH0183136024-0.07947954
14/03/2022CH01391016010.01343743
10/03/2022LU01284991580.01701464
10/03/2022CH0106406280-0.00257436
09/03/2022LU01284991580.01431783
09/03/2022CH0106407239-0.00033343
09/03/2022CH0106406280-0.00116788
01/03/2022LU01284991580.00881069
01/03/2022CH0106407239-0.00053319
14/02/2022LU01284991580.03955631
14/02/2022CH0183136024-0.09217740
25/01/2022LU01284991580.00684637
25/01/2022CH0106407239-0.00049670
14/01/2022LU01284991580.03798041
14/01/2022CH0183136024-0.09184328
20/12/2021LU01284991580.00771225
20/12/2021CH0106407239-0.00067749
16/12/2021LU0128499158-0.00642629
16/12/2021CH01064062800.00110023
14/12/2021LU01284991580.03815971
14/12/2021CH0183136024-0.09564822
15/11/2021LU01284991580.00278480
15/11/2021CH0183136024-0.09519643
15/11/2021CH01064062800.00587771
20/10/2021LU01284991580.00778803
20/10/2021CH0183136024-0.01770938
14/10/2021LU01284991580.00940296
14/10/2021CH0183136024-0.03489909
14/10/2021CH0106407239-0.00224236
14/10/2021CH01064062800.00543570
12/10/2021LU01284991580.00504899
12/10/2021CH0106407239-0.00038752
16/09/2021LU0128499158-0.01602947
16/09/2021CH01831360240.03865243
14/09/2021LU01284991580.00598503
14/09/2021CH0183136024-0.08703912
14/09/2021CH01064062800.00530160
06/09/2021LU01284991580.02417291
06/09/2021CH0183136024-0.05390863
16/08/2021LU01284991580.00993993
16/08/2021CH0183136024-0.10116014
16/08/2021CH01064072390.00205173
14/07/2021LU0128499158-0.00118548
14/07/2021CH01064072390.00006587
25/06/2021LU01284991580.01801209
25/06/2021CH0106407239-0.00106241
18/06/2021LU01284991580.04330404
18/06/2021CH0183136024-0.09093162
17/06/2021LU0128499158-0.01681531
17/06/2021CH01064072390.00095865
14/06/2021LU0128499158-0.04989369
14/06/2021CH01831360240.17882851
14/06/2021CH0106407239-0.00232136
08/06/2021LU0128499158-0.03425648
08/06/2021CH01831360240.06741272
04/06/2021LU0128499158-0.00986221
04/06/2021CH01831360240.01938199
31/05/2021LU0128499158-0.02934239
31/05/2021CH01831360240.05718378
14/05/2021LU0128499158-0.00435759
14/05/2021CH01831360240.09360124
14/05/2021CH0106407239-0.00232136
30/04/2021LU0128499158-0.03686951
30/04/2021CH01831360240.07738428
29/04/2021LU0128499158-0.03557939
29/04/2021CH01831360240.07458435
14/04/2021LU01284991580.00237184
14/04/2021CH01831360240.07981165
14/04/2021CH0106407239-0.00232136
19/03/2021LU01284991580.05668069
19/03/2021CH0106407239-0.00333729
15/03/2021LU01284991580.02935731
15/03/2021CH01831360240.05432051
15/03/2021CH0139101601-0.01516361
01/03/2021LU01284991580.00772105
01/03/2021CH0106407239-0.00050806
22/02/2021LU0128499158-0.00683037
22/02/2021CH01391016010.00177494
15/02/2021LU01284991580.01577613
15/02/2021CH01831360240.06138185
15/02/2021CH0106407239-0.00302366
10/02/2021LU0128499158-0.01067909
10/02/2021CH01064072390.00070503
08/02/2021LU0128499158-0.04778090
08/02/2021CH01064072390.00315505
14/01/2021LU01284991580.00487917
14/01/2021CH01831360240.06758307
14/01/2021CH0106407239-0.00239265
17/12/2020LU0128499158-0.00663302
17/12/2020CH01831360240.01391716
15/12/2020LU0128499158-0.00643266
15/12/2020CH01831360240.01427014
14/12/2020LU01284991580.00800979
14/12/2020CH01831360240.06331906
14/12/2020CH0106407239-0.00239265
16/11/2020LU01284991580.00779109
16/11/2020CH01831360240.06303698
16/11/2020CH0106407239-0.00239265
12/11/2020LU01284991580.07651344
12/11/2020CH0106407239-0.00507568
10/11/2020LU01284991580.01130515
10/11/2020CH0139101601-0.00282403
04/11/2020LU0128499158-0.00720364
04/11/2020CH01391016010.00177651
29/10/2020LU0128499158-0.06372472
29/10/2020CH01064072390.00444048
20/10/2020LU0128499158-0.00828674
20/10/2020CH01064072390.00053162
14/10/2020LU01284991580.00578786
14/10/2020CH0106407239-0.00037866

Universe of Index Components

Fund shares relating to the precious metals sector, government bonds and cash.

Index Components and their selection

Each investment instrument must fulfil the following selection criteria to be eligible for inclusion in the Index. The relevant investment instrument must:
(i) Have a price that is set regularly and publicly accessible;
(ii) be approved by the Swiss Financial Market Supervisory Authority (FINMA) for public distribution in Switzerland;
(iii) be denominated in CHF, USD, EUR or GBP;
(iv) relate to a fund with assets under management at the time of inclusion in the Index in excess of 10 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 investment 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.

The composition of the Index is static, however Index Components may be replaced at the Index Administrator's discretion in certain circumstances.

Allocation of Index Components

The Index represents a multi asset strategy replicating investments in different precious metals, government bonds and cash (as included in the table below each an "Asset Class"). Each is represented by a fund as outlined in the table below as of the Index Start Date (the composition of which is considered static but subject to changes in accordance with section 2.4 in the Index Guidelines).

Asset Class       -     Fund ISIN
Palladium - CH0106407320
Platinum - CH0106407171
Gold - CH0139101601
Silver - CH0183136024
Cash - LU0128499158
Government Bonds - CH0016999861

The Index Components' individual weightings ("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 as follows:
- if the observed 60-Days Volatility for the respective Asset Class decreases, the exposure to such Asset Class is dynamically reduced by a corresponding increase in exposure in the Cash Asset Class; and
- if the observed 60-Days Volatility for the respective Asset Class increases, the exposure to such Asset Class is dynamically increased by a corresponding decrease in exposure in the Cash Asset Class.

Monthly Rebalancing
Rebalancing Determination Date: 14th Day of every month.

Each Bucket has annual Rebalancing Dates on which the Bucket reallocates 100.0% to 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, unless such day is a Monthly Rebalancing Date, for each Bucket and in a similar fashion as described under Monthly Rebalancing above. However, to minimize the amount of changes applied within the course of an allocation, a weight tolerance of 10.00 percentage points is applied. It should be noted that this applies to all asset classes except for cash.

Identifier: DE000A2QATC6 WKN: A2QATC
Bloomberg Ticker: LIXXMPMC Index Sponsor: ISF Institut Deutsch-Schweizer Finanzdienstleistungen GmbH

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