DE000A2QATD4
Index Value | 112.12 |
Course of the year | 16.66% |
Last calculation | 23.08.2024 |
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.
Date | ISIN | Unit Change |
---|---|---|
26/08/2024 | LU0128497707 | -0.16143410 |
26/08/2024 | CH0183136008 | -0.07293862 |
26/08/2024 | CH0047533549 | -0.02801325 |
14/08/2024 | LU0128497707 | -0.03153007 |
14/08/2024 | CH0183136008 | -0.01410302 |
14/08/2024 | CH0047533549 | 0.00376154 |
15/07/2024 | LU0128497707 | -0.00037381 |
15/07/2024 | CH0183136008 | 0.00021640 |
21/06/2024 | LU0128497707 | 0.02354596 |
21/06/2024 | CH0183136008 | -0.01413382 |
14/06/2024 | LU0128497707 | 0.00553612 |
14/06/2024 | CH0183136008 | -0.00338002 |
28/05/2024 | LU0128497707 | 0.00623971 |
28/05/2024 | CH0183136008 | -0.00346595 |
22/05/2024 | LU0128497707 | 0.03084033 |
22/05/2024 | CH0183136008 | -0.01746211 |
14/05/2024 | LU0128497707 | 0.00679002 |
14/05/2024 | CH0183136008 | 0.01906797 |
14/05/2024 | CH0116014934 | -0.06157695 |
02/05/2024 | LU0128497707 | 0.00530111 |
02/05/2024 | CH0116014934 | -0.00940756 |
23/04/2024 | LU0128497707 | 0.03649188 |
23/04/2024 | CH0183136008 | -0.02362435 |
15/04/2024 | LU0128497707 | -0.01088808 |
15/04/2024 | CH0116014934 | -0.07971400 |
15/04/2024 | CH0047533549 | 0.00410173 |
15/03/2024 | LU0128497707 | -0.02898146 |
15/03/2024 | CH0183136008 | 0.01995510 |
14/03/2024 | LU0128497707 | -0.04269779 |
14/03/2024 | CH0047533549 | 0.00333632 |
12/03/2024 | LU0128497707 | 0.01457152 |
12/03/2024 | CH0116014934 | -0.02640642 |
15/02/2024 | LU0128497707 | -0.01822284 |
15/02/2024 | CH0183136008 | 0.01387394 |
13/02/2024 | LU0128497707 | -0.00599481 |
13/02/2024 | CH0183136008 | 0.00469714 |
09/02/2024 | LU0128497707 | -0.01603852 |
09/02/2024 | CH0116014934 | 0.03053574 |
22/01/2024 | LU0128497707 | 0.01052769 |
22/01/2024 | CH0116014934 | -0.01951184 |
15/01/2024 | LU0128497707 | -0.00541826 |
15/01/2024 | CH0116014934 | -0.07809248 |
15/01/2024 | CH0047533549 | 0.00394631 |
29/12/2023 | LU0128497707 | -0.02043806 |
29/12/2023 | CH0183136008 | 0.01472997 |
15/12/2023 | LU0128497707 | 0.02122847 |
15/12/2023 | CH0183136008 | -0.01520430 |
14/12/2023 | LU0128497707 | -0.02132459 |
14/12/2023 | CH0118929022 | -0.03217841 |
14/12/2023 | CH0047533549 | 0.00348514 |
13/12/2023 | LU0128497707 | -0.02519361 |
13/12/2023 | CH0116014934 | 0.04382935 |
16/11/2023 | LU0128497707 | 0.00497467 |
16/11/2023 | CH0118929022 | -0.00784983 |
14/11/2023 | LU0128497707 | -0.05653627 |
14/11/2023 | CH0047533549 | 0.00476866 |
06/11/2023 | LU0128497707 | -0.00517218 |
06/11/2023 | CH0118929022 | 0.00760061 |
02/11/2023 | LU0128497707 | -0.01771960 |
02/11/2023 | CH0116014934 | 0.03136972 |
16/10/2023 | LU0128497707 | -0.02509069 |
16/10/2023 | CH0183136008 | 0.01881587 |
06/10/2023 | LU0128497707 | -0.00499880 |
06/10/2023 | CH0118929022 | 0.00703416 |
03/10/2023 | LU0128497707 | 0.02782499 |
03/10/2023 | CH0183136008 | -0.02245626 |
02/10/2023 | LU0128497707 | 0.00441099 |
02/10/2023 | CH0183136008 | -0.00352295 |
14/09/2023 | LU0128497707 | -0.01099085 |
14/09/2023 | CH0183136008 | 0.02239233 |
14/09/2023 | CH0118929022 | -0.02433807 |
30/08/2023 | LU0128497707 | 0.02893803 |
30/08/2023 | CH0116014934 | -0.04767337 |
14/08/2023 | LU0128497707 | -0.03379153 |
14/08/2023 | CH0183136008 | 0.02519332 |
04/08/2023 | LU0128497707 | -0.01102273 |
04/08/2023 | CH0118929022 | 0.01396247 |
24/07/2023 | LU0128497707 | -0.01274982 |
24/07/2023 | CH0116014934 | 0.02148180 |
19/07/2023 | LU0128497707 | -0.00786242 |
19/07/2023 | CH0116014934 | 0.01286451 |
14/07/2023 | LU0128497707 | -0.03668304 |
14/07/2023 | CH0183136008 | 0.02467602 |
14/06/2023 | LU0128497707 | -0.03843214 |
14/06/2023 | CH0183136008 | 0.02667334 |
15/05/2023 | LU0128497707 | -0.04063716 |
15/05/2023 | CH0116014934 | 0.06052260 |
11/05/2023 | LU0128497707 | 0.00635596 |
11/05/2023 | CH0116014934 | -0.00915882 |
14/04/2023 | LU0128497707 | 0.01633989 |
14/04/2023 | CH0116014934 | 0.06786817 |
14/04/2023 | CH0047533549 | -0.00486054 |
03/04/2023 | LU0128497707 | -0.00925470 |
03/04/2023 | CH0116014934 | 0.01523123 |
14/03/2023 | LU0128497707 | 0.01523114 |
14/03/2023 | CH0118929022 | -0.01577734 |
03/03/2023 | LU0128497707 | -0.00566054 |
03/03/2023 | CH0116014934 | 0.00931454 |
16/01/2023 | LU0128497707 | -0.02640787 |
16/01/2023 | CH0116014934 | 0.03852378 |
14/12/2022 | LU0128497707 | -0.02290792 |
14/12/2022 | CH0118929022 | 0.01855663 |
14/11/2022 | LU0128497707 | 0.03252030 |
14/11/2022 | CH0116014934 | -0.04998249 |
04/11/2022 | LU0128497707 | -0.00479840 |
04/11/2022 | CH0118929022 | 0.00403098 |
25/10/2022 | LU0128497707 | 0.00623117 |
25/10/2022 | CH0116014934 | -0.01028989 |
24/10/2022 | LU0128497707 | -0.00583057 |
24/10/2022 | CH0118929022 | 0.00442831 |
14/10/2022 | LU0128497707 | 0.03273778 |
14/10/2022 | CH0116014934 | -0.05782689 |
14/09/2022 | LU0128497707 | 0.01845395 |
14/09/2022 | CH0118929022 | 0.01278413 |
14/09/2022 | CH0116014934 | -0.06242918 |
31/08/2022 | LU0128497707 | -0.01282366 |
31/08/2022 | CH0116014934 | 0.02324868 |
17/08/2022 | LU0128497707 | -0.00614801 |
17/08/2022 | CH0116014934 | 0.01021034 |
15/08/2022 | LU0128497707 | 0.01737844 |
15/08/2022 | CH0118929022 | -0.01237917 |
19/07/2022 | LU0128497707 | -0.01252591 |
19/07/2022 | CH0116014934 | 0.02189903 |
15/07/2022 | LU0128497707 | -0.00584386 |
15/07/2022 | CH0116014934 | 0.01058619 |
14/07/2022 | LU0128497707 | 0.01771224 |
14/07/2022 | CH0118929022 | -0.01433163 |
29/06/2022 | LU0128497707 | -0.01109678 |
29/06/2022 | CH0118929022 | 0.00849883 |
27/06/2022 | LU0128497707 | -0.00495540 |
27/06/2022 | CH0118929022 | 0.00398077 |
14/06/2022 | LU0128497707 | 0.02888272 |
14/06/2022 | CH0183136008 | -0.02200803 |
07/06/2022 | LU0128497707 | -0.00852345 |
07/06/2022 | CH0047533549 | 0.00071271 |
16/05/2022 | LU0128497707 | 0.02954541 |
16/05/2022 | CH0183136008 | -0.02196750 |
14/04/2022 | LU0128497707 | -0.01607440 |
14/04/2022 | CH0183136008 | -0.02303516 |
14/04/2022 | CH0047533549 | 0.00414783 |
14/03/2022 | LU0128497707 | 0.01443121 |
14/03/2022 | CH0183136008 | -0.01683105 |
14/03/2022 | CH0118929022 | 0.00776559 |
09/03/2022 | LU0128497707 | 0.00554877 |
09/03/2022 | CH0183136008 | -0.00339267 |
14/02/2022 | LU0128497707 | 0.03152458 |
14/02/2022 | CH0183136008 | -0.02107391 |
27/01/2022 | LU0128497707 | 0.01912185 |
27/01/2022 | CH0118929022 | -0.00863056 |
27/01/2022 | CH0116014934 | -0.00865866 |
21/01/2022 | LU0128497707 | 0.01405195 |
21/01/2022 | CH0116014934 | -0.02027157 |
14/01/2022 | LU0128497707 | 0.03407159 |
14/01/2022 | CH0183136008 | -0.02366214 |
14/12/2021 | LU0128497707 | 0.03055513 |
14/12/2021 | CH0183136008 | -0.02205852 |
15/11/2021 | LU0128497707 | 0.00288750 |
15/11/2021 | CH0183136008 | -0.02372345 |
15/11/2021 | CH0116014934 | 0.04837448 |
02/11/2021 | LU0128497707 | 0.01010903 |
02/11/2021 | CH0118929022 | -0.00768715 |
14/10/2021 | LU0128497707 | 0.00110368 |
14/10/2021 | CH0183136008 | -0.02199200 |
14/10/2021 | CH0116014934 | 0.04568902 |
14/09/2021 | LU0128497707 | 0.00117521 |
14/09/2021 | CH0183136008 | -0.02110053 |
14/09/2021 | CH0116014934 | 0.04945094 |
06/09/2021 | LU0128497707 | 0.00632042 |
06/09/2021 | CH0183136008 | -0.00404857 |
25/08/2021 | LU0128497707 | 0.00579483 |
25/08/2021 | CH0183136008 | -0.00385794 |
16/08/2021 | LU0128497707 | 0.00338630 |
16/08/2021 | CH0183136008 | -0.02051589 |
16/08/2021 | CH0118929022 | 0.01615654 |
14/07/2021 | LU0128497707 | -0.00069746 |
14/07/2021 | CH0118929022 | 0.00037686 |
18/06/2021 | LU0128497707 | 0.04110013 |
18/06/2021 | CH0183136008 | -0.02490798 |
17/06/2021 | LU0128497707 | -0.04241423 |
17/06/2021 | CH0183136008 | 0.02575784 |
14/06/2021 | LU0128497707 | -0.01294951 |
14/06/2021 | CH0183136008 | 0.02586597 |
14/06/2021 | CH0118929022 | -0.01799628 |
08/06/2021 | LU0128497707 | -0.00730751 |
08/06/2021 | CH0183136008 | 0.00415126 |
04/06/2021 | LU0128497707 | -0.02091457 |
04/06/2021 | CH0183136008 | 0.01186801 |
14/05/2021 | LU0128497707 | -0.00394421 |
14/05/2021 | CH0183136008 | 0.02186481 |
14/05/2021 | CH0118929022 | -0.01799628 |
30/04/2021 | LU0128497707 | -0.04281107 |
30/04/2021 | CH0183136008 | 0.02597013 |
29/04/2021 | LU0128497707 | -0.02189796 |
29/04/2021 | CH0183136008 | 0.01325625 |
27/04/2021 | LU0128497707 | -0.01240803 |
27/04/2021 | CH0183136008 | 0.00738433 |
15/04/2021 | LU0128497707 | -0.00540769 |
15/04/2021 | CH0183136008 | 0.00326347 |
14/04/2021 | LU0128497707 | 0.00179134 |
14/04/2021 | CH0183136008 | 0.01839503 |
14/04/2021 | CH0118929022 | -0.01799628 |
07/04/2021 | LU0128497707 | -0.00579285 |
07/04/2021 | CH0183136008 | 0.00359854 |
15/03/2021 | LU0128497707 | 0.02376056 |
15/03/2021 | CH0183136008 | 0.01267272 |
15/03/2021 | CH0047533549 | -0.00398880 |
15/02/2021 | LU0128497707 | 0.00433508 |
15/02/2021 | CH0183136008 | 0.01365304 |
15/02/2021 | CH0118929022 | -0.01799628 |
08/02/2021 | LU0128497707 | -0.00544079 |
08/02/2021 | CH0047533549 | 0.00045467 |
14/01/2021 | LU0128497707 | 0.00316137 |
14/01/2021 | CH0183136008 | 0.01535696 |
14/01/2021 | CH0118929022 | -0.01799628 |
15/12/2020 | LU0128497707 | -0.00621333 |
15/12/2020 | CH0183136008 | 0.00399619 |
14/12/2020 | LU0128497707 | 0.00583081 |
14/12/2020 | CH0183136008 | 0.01438853 |
14/12/2020 | CH0118929022 | -0.01799628 |
16/11/2020 | LU0128497707 | 0.00480549 |
16/11/2020 | CH0183136008 | 0.01445537 |
16/11/2020 | CH0118929022 | -0.01799628 |
10/11/2020 | LU0128497707 | 0.00847270 |
10/11/2020 | CH0047533549 | -0.00068904 |
04/11/2020 | LU0128497707 | -0.00843801 |
04/11/2020 | CH0047533549 | 0.00067851 |
26/10/2020 | LU0128497707 | -0.04750752 |
26/10/2020 | CH0118929022 | 0.03029728 |
14/10/2020 | LU0128497707 | 0.00268214 |
14/10/2020 | CH0183136008 | 0.01228621 |
14/10/2020 | CH0118929022 | -0.01420912 |
30/09/2020 | LU0128497707 | 0.00560437 |
30/09/2020 | CH0047533549 | -0.00045184 |
14/09/2020 | LU0128497707 | -0.00069437 |
14/09/2020 | CH0183136008 | 0.01299092 |
14/09/2020 | CH0118929022 | -0.01420912 |
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 USD 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 - CH0118929022
Platinum - CH0116014934
Gold - CH0047533549
Silver - CH0183136008
Cash - LU0128497707
Government Bonds - IE00B3VWN518
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: DE000A2QATD4 | WKN: A2QATD |
Bloomberg Ticker: LIXXMPMU | Index Sponsor: ISF Institut Deutsch-Schweizer Finanzdienstleistungen GmbH |