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LIXX INDEX INNOVATION INDIZES

ALLE INDIZES
DE000A2QATD4

Multi-Asset-Precious Metals (USD)

Index Value

95.19

Month course

1.46%

Course of the year

0.14%

Last calculation

10.08.2022

Chart

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.

Information & documents


DateISINNameWeight
10/08/2022CH0047533549ZKB Gold ETF AA CHF0.0868
10/08/2022CH0116014934UBS ETF (CH) - Platinum (USD) A-dis0.1395
10/08/2022CH0118929022UBS ETF (CH) - Palladium (USD) A-dis0.0537
10/08/2022LU0128497707Pictet Short -Term Money Market USD-P0.72
DateISINUnit Change
19/07/2022LU0128497707-0.01252591
19/07/2022CH01160149340.02189903
15/07/2022LU0128497707-0.00584386
15/07/2022CH01160149340.01058619
14/07/2022LU01284977070.01771224
14/07/2022CH0118929022-0.01433163
29/06/2022LU0128497707-0.01109678
29/06/2022CH01189290220.00849883
27/06/2022LU0128497707-0.0049554
27/06/2022CH01189290220.00398077
14/06/2022LU01284977070.02888272
14/06/2022CH0183136008-0.02200803
07/06/2022LU0128497707-0.00852345
07/06/2022CH00475335490.00071271
16/05/2022LU01284977070.02954541
16/05/2022CH0183136008-0.0219675
14/04/2022LU0128497707-0.0160744
14/04/2022CH0183136008-0.02303516
14/04/2022CH00475335490.00414783
14/03/2022LU01284977070.01443121
14/03/2022CH0183136008-0.01683105
14/03/2022CH01189290220.00776559
09/03/2022LU01284977070.00554877
09/03/2022CH0183136008-0.00339267
14/02/2022LU01284977070.03152458
14/02/2022CH0183136008-0.02107391
27/01/2022LU01284977070.01912185
27/01/2022CH0118929022-0.00863056
27/01/2022CH0116014934-0.00865866
21/01/2022LU01284977070.01405195
21/01/2022CH0116014934-0.02027157
14/01/2022LU01284977070.03407159
14/01/2022CH0183136008-0.02366214
14/12/2021LU01284977070.03055513
14/12/2021CH0183136008-0.02205852
15/11/2021LU01284977070.0028875
15/11/2021CH0183136008-0.02372345
15/11/2021CH01160149340.04837448
02/11/2021LU01284977070.01010903
02/11/2021CH0118929022-0.00768715
14/10/2021LU01284977070.00110368
14/10/2021CH0183136008-0.021992
14/10/2021CH01160149340.04568902
14/09/2021LU01284977070.00117521
14/09/2021CH0183136008-0.02110053
14/09/2021CH01160149340.04945094
06/09/2021LU01284977070.00632042
06/09/2021CH0183136008-0.00404857
25/08/2021LU01284977070.00579483
25/08/2021CH0183136008-0.00385794
16/08/2021LU01284977070.0033863
16/08/2021CH0183136008-0.02051589
16/08/2021CH01189290220.01615654
14/07/2021LU0128497707-0.00069746
14/07/2021CH01189290220.00037686
18/06/2021LU01284977070.04110013
18/06/2021CH0183136008-0.02490798
17/06/2021LU0128497707-0.04241423
17/06/2021CH01831360080.02575784
14/06/2021LU0128497707-0.01294951
14/06/2021CH01831360080.02586597
14/06/2021CH0118929022-0.01799628
08/06/2021LU0128497707-0.00730751
08/06/2021CH01831360080.00415126
04/06/2021LU0128497707-0.02091457
04/06/2021CH01831360080.01186801
14/05/2021LU0128497707-0.00394421
14/05/2021CH01831360080.02186481
14/05/2021CH0118929022-0.01799628
30/04/2021LU0128497707-0.04281107
30/04/2021CH01831360080.02597013
29/04/2021LU0128497707-0.02189796
29/04/2021CH01831360080.01325625
27/04/2021LU0128497707-0.01240803
27/04/2021CH01831360080.00738433
15/04/2021LU0128497707-0.00540769
15/04/2021CH01831360080.00326347
14/04/2021LU01284977070.00179134
14/04/2021CH01831360080.01839503
14/04/2021CH0118929022-0.01799628
07/04/2021LU0128497707-0.00579285
07/04/2021CH01831360080.00359854
15/03/2021LU01284977070.02376056
15/03/2021CH01831360080.01267272
15/03/2021CH0047533549-0.0039888
15/02/2021LU01284977070.00433508
15/02/2021CH01831360080.01365304
15/02/2021CH0118929022-0.01799628
08/02/2021LU0128497707-0.00544079
08/02/2021CH00475335490.00045467
14/01/2021LU01284977070.00316137
14/01/2021CH01831360080.01535696
14/01/2021CH0118929022-0.01799628
15/12/2020LU0128497707-0.00621333
15/12/2020CH01831360080.00399619
14/12/2020LU01284977070.00583081
14/12/2020CH01831360080.01438853
14/12/2020CH0118929022-0.01799628
16/11/2020LU01284977070.00480549
16/11/2020CH01831360080.01445537
16/11/2020CH0118929022-0.01799628
10/11/2020LU01284977070.0084727
10/11/2020CH0047533549-0.00068904
04/11/2020LU0128497707-0.00843801
04/11/2020CH00475335490.00067851
26/10/2020LU0128497707-0.04750752
26/10/2020CH01189290220.03029728
14/10/2020LU01284977070.00268214
14/10/2020CH01831360080.01228621
14/10/2020CH0118929022-0.01420912
30/09/2020LU01284977070.00560437
30/09/2020CH0047533549-0.00045184
14/09/2020LU0128497707-0.00069437
14/09/2020CH01831360080.01299092
14/09/2020CH0118929022-0.01420912

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

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

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