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LIXX INDEX INNOVATION INDIZES

ALLE INDIZES
FR0013434362

Venn Smart Alpha US Index

Index Value

140.22

Month course

2.84%

Course of the year

-15.26%

Last calculation

10.08.2022

Chart

Description

The objective of the Index is to reflect the performance an investor can achieve by investing in a dynamic portfolio of such 30 listed shares from the Reference Market representing the main common convictions of a group of short-listed managers (the “Selection of Portfolio Managers”). To reflect the economic reality given by factors such as availability of instruments, reinvestment of maturing instruments and portfolio size, Index Components may be replaced, and their weighting adjusted over time.

 

Index powered using Thomson Reuters data.

Information & documents


DateISINNameWeight
10/08/2022US00724F1012Adobe Inc0.03398531
10/08/2022US02079K3059Alphabet Inc0.033153121
10/08/2022US0231351067Amazon.com Inc0.04064914
10/08/2022US03027X1000American Tower Corp0.036562694
10/08/2022US0367521038Elevance Health Inc0.030717902
10/08/2022US0378331005Apple Inc0.037707856
10/08/2022US0382221051Applied Materials Inc0.029051572
10/08/2022US0846707026Berkshire Hathaway Inc0.029664113
10/08/2022US12572Q1058CME Group Inc0.032011731
10/08/2022US1431301027Carmax Inc0.033677234
10/08/2022US16119P1084Charter Communications Inc0.029807472
10/08/2022US1729674242Citigroup Inc0.032892581
10/08/2022US22160K1051Costco Wholesale Corp0.039069734
10/08/2022US30303M1027Meta Platforms Inc0.028503091
10/08/2022US3377381088Fiserv Inc0.034508183
10/08/2022US38141G1040Goldman Sachs Group Inc0.034659902
10/08/2022US46625H1005JPMorgan Chase & Co0.030782924
10/08/2022US48251W1045KKR & Co Inc0.03362646
10/08/2022US5367971034Lithia Motors Inc0.02895451
10/08/2022US5705351048Markel Corp0.027070497
10/08/2022US57636Q1040Mastercard Inc0.032554991
10/08/2022US5949181045Microsoft Corp0.034923113
10/08/2022US6153691059Moody's Corp0.034873934
10/08/2022US7433151039Progressive Corp0.03349174
10/08/2022US78409V1044S&P Global Inc0.036263015
10/08/2022US8085131055Charles Schwab Corp0.034092636
10/08/2022US8936411003TransDigm Group Inc0.037630442
10/08/2022US91324P1021UnitedHealth Group Inc0.034438704
10/08/2022US92826C8394Visa Inc0.032837073
10/08/2022US98138H1014Workday Inc0.031838323
DateISINUnit Change
10/08/2022US92826C83940.00002693
10/08/2022US80851310550.00015112
10/08/2022US53679710340.00001653
04/08/2022US03783310050.00003035
28/07/2022US17296742420.00059444
27/07/2022US22160K10510.00001225
15/07/2022US02079K30590.03689534
06/07/2022US57636Q10400.00001385
05/07/2022US74331510390.00002322
04/07/2022US46625H10050.00022437
15/06/2022US91324P10210.00002236
15/06/2022US03027X10000.00007667
08/06/2022US12572Q10580.00007948
08/06/2022US03675210380.0000161
03/06/2022US02313510670.03794889
30/05/2022US38141G10400.00005963
25/05/2022US78409V10440.00002215
24/05/2022US03822210510.00006626
19/05/2022US98138H10140.0030108
19/05/2022US9497461015-0.08919222
19/05/2022US92826C8394-0.00050516
19/05/2022US91324P1021-0.00162952
19/05/2022US89364110030.00030559
19/05/2022US80851310550.01055546
19/05/2022US78409V1044-0.00014326
19/05/2022US7433151039-0.00765501
19/05/2022US64110L1061-0.01263219
19/05/2022US62944T1051-0.00098935
19/05/2022US6153691059-0.00016456
19/05/2022US5949181045-0.00025955
19/05/2022US57636Q1040-0.00046974
19/05/2022US5705351048-0.00078067
19/05/2022US53679710340.01510197
19/05/2022US48251W10450.00119119
19/05/2022US46625H10050.0035779
19/05/2022US38141G1040-0.0004332
19/05/2022US3377381088-0.00709297
19/05/2022US30303M1027-0.00156481
19/05/2022US22160K10510.01013642
19/05/2022US17296742420.00849974
19/05/2022US16119P10840.00075159
19/05/2022US14313010270.00042406
19/05/2022US12572Q10580.02254534
19/05/2022US0846707026-0.00160655
19/05/2022US03822210510.00159875
19/05/2022US03783310050.00163699
19/05/2022US0367521038-0.00216575
19/05/2022US03027X1000-0.00333896
19/05/2022US02313510670.00037778
19/05/2022US02079K30590.00004664
19/05/2022US00724F1012-0.00029854
18/05/2022US61536910590.00002678
17/05/2022US59491810450.00002799
12/05/2022US48251W10450.00018835
11/05/2022US92826C83940.00002967
11/05/2022US80851310550.00012451
05/05/2022US03783310050.00003039
04/05/2022US94974610150.00034002
28/04/2022US17296742420.00055568
11/04/2022US03027X10000.00008096
06/04/2022US57636Q10400.00001298
05/04/2022US74331510390.00002849
04/04/2022US46625H10050.00016857
10/03/2022US91324P10210.00002189
08/03/2022US03675210380.00002182
28/02/2022US38141G10400.00005894
23/02/2022US61536910590.00002352
21/02/2022US03822210510.00004678
18/02/2022US98138H10140.00409732
18/02/2022US94974610150.0888522
18/02/2022US94419L1017-0.0218987
18/02/2022US92826C8394-0.00570956
18/02/2022US91324P1021-0.00207238
18/02/2022US8936411003-0.00096278
18/02/2022US8085131055-0.01172004
18/02/2022US79466L3024-0.01870557
18/02/2022US78409V10440.00080577
18/02/2022US74331510390.04645097
18/02/2022US64110L10610.00432217
18/02/2022US62944T10510.00098935
18/02/2022US61536910590.0009125
18/02/2022US59491810450.00053542
18/02/2022US57636Q1040-0.00293002
18/02/2022US5705351048-0.00057816
18/02/2022US48251W10450.01117892
18/02/2022US46625H1005-0.00241694
18/02/2022US38141G10400.01428404
18/02/2022US3377381088-0.00346544
18/02/2022US30303M10270.0072419
18/02/2022US2358511028-0.01813586
18/02/2022US20030N1019-0.1077538
18/02/2022US1729674242-0.00785462
18/02/2022US16119P10840.00001858
18/02/2022US14313010270.00798099
18/02/2022US0846707026-0.00449444
18/02/2022US03822210510.03706673
18/02/2022US03783310050.02954482
18/02/2022US0367521038-0.00225741
18/02/2022US03027X1000-0.0003247
18/02/2022US0258161092-0.03222041
18/02/2022US02313510670.00008611
18/02/2022US02079K30590.00000398
18/02/2022US00724F10120.00272176
18/02/2022IE00BLP1HW54-0.01925056
16/02/2022US48251W10450.00011823
15/02/2022US59491810450.00002404
09/02/2022US92826C83940.00003174
09/02/2022US80851310550.00010294
08/02/2022US78409V10440.00001652
03/02/2022US17296742420.00046563
28/01/2022IE00BLP1HW540.00002727
05/01/2022US57636Q10400.00001495
05/01/2022US02581610920.00005651
04/01/2022US46625H10050.00014585
03/01/2022US20030N10190.00037219
28/12/2021US23585110280.00000824
22/12/2021US03027X10000.00007609
02/12/2021US91324P10210.00002879
01/12/2021US03675210380.00002609
23/11/2021US78409V10440.00001439
19/11/2021US61536910590.0000161
18/11/2021US98138H10140.01894948
18/11/2021US9497461015-0.11440582
18/11/2021US94419L10170.0218987
18/11/2021US92826C83940.00456455
18/11/2021US91324P1021-0.00002072
18/11/2021US8936411003-0.00056633
18/11/2021US8085131055-0.00663163
18/11/2021US79466L30240.01870557
18/11/2021US78409V1044-0.00022245
18/11/2021US64110L1061-0.00160538
18/11/2021US62944T1051-0.00106286
18/11/2021US6153691059-0.00004703
18/11/2021US5949181045-0.00158181
18/11/2021US57636Q10400.00117455
18/11/2021US57053510480.00022847
18/11/2021US5260571048-0.05204385
18/11/2021US48251W1045-0.01450495
18/11/2021US46625H1005-0.00033114
18/11/2021US33773810880.05597631
18/11/2021US30303M10270.00155281
18/11/2021US2546871060-0.03111749
18/11/2021US23585110280.01812762
18/11/2021US20030N10190.01566191
18/11/2021US17296742420.00686858
18/11/2021US16119P10840.00140033
18/11/2021US1431301027-0.0045841
18/11/2021US08467070260.00128846
18/11/2021US0367521038-0.00106456
18/11/2021US03027X10000.00317983
18/11/2021US0258161092-0.00179501
18/11/2021US0231351067-0.00015777
18/11/2021US02079K3059-0.00009546
18/11/2021US00724F1012-0.00000751
18/11/2021IE00BLP1HW54-0.00032804
18/11/2021CA1125851040-0.09890758
16/11/2021US59491810450.00002326
11/11/2021US48251W10450.00011285
09/11/2021US92826C83940.00002869
09/11/2021US80851310550.0001186
03/11/2021US94974610150.00030837
28/10/2021US17296742420.00039161
28/10/2021IE00BLP1HW540.0000233
12/10/2021US52605710480.00009642
06/10/2021US57636Q10400.00001334
06/10/2021US02581610920.00005899
04/10/2021US46625H10050.0001474
04/10/2021US20030N10190.00028306
24/09/2021US03027X10000.00006087
09/09/2021US91324P10210.00003096
08/09/2021US03675210380.00003068
27/08/2021CA11258510400.0001694
24/08/2021US78409V10440.00001533
19/08/2021US94974610150.0057818
19/08/2021US92826C83940.00106018
19/08/2021US91324P10210.00039287
19/08/2021US89364110030.00066119
19/08/2021US80851310550.00573408
19/08/2021US78409V1044-0.00104617
19/08/2021US64110L1061-0.00030757
19/08/2021US62944T10510.00000334
19/08/2021US6153691059-0.00101681
19/08/2021US5949181045-0.00236888
19/08/2021US57636Q10400.00126495
19/08/2021US57053510480.00020692
19/08/2021US5260571048-0.00070989
19/08/2021US48251W1045-0.00444701
19/08/2021US46625H10050.0038726
19/08/2021US40412C1018-0.02451918
19/08/2021US30303M1027-0.00071784
19/08/2021US25468710600.00166311
19/08/2021US20030N1019-0.00075993
19/08/2021US17296742420.01164418
19/08/2021US16119P1084-0.00047282
19/08/2021US14313010270.00037874
19/08/2021US08467070260.00148826
19/08/2021US03675210380.00164371
19/08/2021US03027X1000-0.00168655
19/08/2021US02581610920.00161886
19/08/2021US02313510670.00014848
19/08/2021US02079K3059-0.00020821
19/08/2021US00724F1012-0.00192229
19/08/2021IE00BLP1HW54-0.00026734
19/08/2021CA11258510400.09873818
18/08/2021US61536910590.0000179
17/08/2021US59491810450.00002748
12/08/2021US48251W10450.00014001
11/08/2021US92826C83940.00002118
11/08/2021US80851310550.00011821
04/08/2021US94974610150.00032901
29/07/2021US17296742420.00034083
29/07/2021IE00BLP1HW540.00002872
07/07/2021US57636Q10400.00001139
05/07/2021US20030N10190.00027653
01/07/2021US46625H10050.00012483
30/06/2021US52605710480.00009282
30/06/2021US02581610920.00005885
17/06/2021US91324P10210.00003121
16/06/2021US03027X10000.00006791
14/06/2021US40412C10180.00003966
08/06/2021US03675210380.00002565
24/05/2021US78409V10440.00001917
19/05/2021US94974610150.10798664
19/05/2021US92826C83940.00017056
19/05/2021US91324P1021-0.001888
19/05/2021US89364110030.00049365
19/05/2021US8085131055-0.00451234
19/05/2021US78409V1044-0.0001832
19/05/2021US64110L10610.00181934
19/05/2021US62944T10510.00008055
19/05/2021US6174464486-0.0617498
19/05/2021US6153691059-0.00118113
19/05/2021US59491810450.00157922
19/05/2021US57636Q10400.00018862
19/05/2021US5705351048-0.00015717
19/05/2021US52605710480.0525645
19/05/2021US48251W1045-0.00731643
19/05/2021US46625H1005-0.00082816
19/05/2021US40412C1018-0.00195153
19/05/2021US38141G1040-0.01490708
19/05/2021US31620M1062-0.03437884
19/05/2021US30303M1027-0.00120282
19/05/2021US25468710600.00427932
19/05/2021US20030N10190.00398594
19/05/2021US1729674242-0.00772072
19/05/2021US16119P1084-0.00013811
19/05/2021US14313010270.00469858
19/05/2021US0846707026-0.0015008
19/05/2021US0378331005-0.0355602
19/05/2021US03675210380.0126725
19/05/2021US03027X10000.00000741
19/05/2021US02581610920.03222221
19/05/2021US02313510670.00015848
19/05/2021US02079K30590.00000714
19/05/2021US00724F10120.0009433
19/05/2021IE00BLP1HW54-0.00053793
18/05/2021US61536910590.00002223
18/05/2021US59491810450.00003055
13/05/2021US48251W10450.00018115
12/05/2021US92826C83940.00002237
12/05/2021US80851310550.00013596
06/05/2021US03783310050.00004223
29/04/2021US17296742420.00035332
29/04/2021IE00BLP1HW540.00003248
28/04/2021US61744644860.0001831
09/04/2021US03027X10000.00007326
07/04/2021US57636Q10400.00001131
05/04/2021US20030N10190.0002812
02/04/2021US46625H10050.00013046
15/03/2021US40412C10180.00004633
11/03/2021US91324P10210.00003489
10/03/2021US31620M10620.00006455
26/02/2021US38141G10400.00004088
23/02/2021US61536910590.00002604
22/02/2021US78409V10440.00002206
18/02/2021US92826C83940.00238612
18/02/2021US91324P10210.00217524
18/02/2021US89364110030.00106201
18/02/2021US8085131055-0.0111959
18/02/2021US78409V10440.01361176
18/02/2021US70450Y1038-0.02142464
18/02/2021US64110L10610.00840363
18/02/2021US62944T10510.00002955
18/02/2021US6174464486-0.00794381
18/02/2021US61536910590.01652571
18/02/2021US5949181045-0.00043075
18/02/2021US57636Q10400.00147606
18/02/2021US57053510480.00030928
18/02/2021US5260571048-0.05336897
18/02/2021US48251W1045-0.00890587
18/02/2021US46625H1005-0.00387701
18/02/2021US40412C1018-0.00054765
18/02/2021US38141G1040-0.00336281
18/02/2021US31620M10620.00617029
18/02/2021US30303M10270.0021249
18/02/2021US2786421030-0.08411616
18/02/2021US25468710600.02517506
18/02/2021US20030N10190.00449672
18/02/2021US1729674242-0.00769095
18/02/2021US16119P10840.00113358
18/02/2021US1431301027-0.00556801
18/02/2021US08467070260.00121567
18/02/2021US03783310050.03551797
18/02/2021US03027X10000.00298004
18/02/2021US02313510670.00007259
18/02/2021US02079K3059-0.00015232
18/02/2021US01609W1027-0.01592171
18/02/2021US00724F10120.00056839
18/02/2021IE00BLP1HW540.00020881
18/02/2021CA1125851040-0.09993882
16/02/2021US59491810450.00003111
10/02/2021US92826C83940.0000213
10/02/2021US80851310550.0001938
28/01/2021US17296742420.0004761
28/01/2021IE00BLP1HW540.00003353
27/01/2021US61744644860.00024929
27/01/2021US52605710480.00010992
06/01/2021US57636Q10400.00001076
04/01/2021US46625H10050.00017817
04/01/2021US20030N10190.00026542
23/12/2020US03027X10000.00006714
10/12/2020US31620M10620.00004679

Universe of Index Components

Equity securities or Substitutes of companies from the Reference Market.

Index Components and their selection

1. Selection of Portfolio Managers
The eligible portfolio managers selection is deemed to include 40 to 50 managers investing in the United States. The selection is determined annually in January on the last Business Day (the "Managers Selection Day"). Eligible portfolio managers must meet the following criteria. They:
a) Follow a fundamental investment philosophy,
b) Manage a concentrated portfolio: top ten portfolio positions > 30%,
c) Manage a portfolio value> USD 100 million.
The selection of portfolio managers remains the same until the next Managers Selection Day unless any of the portfolio managers no longer meets the criteria or due to any event that substantially changes the way a portfolio is managed. The definition of a substantial change is at the discretion of the Index Allocator.
2. Selection of Securities
The eligible securities are determined quarterly by aggregating all the positions held in the portfolios of the selected managers on the basis of the latest published inventories.
Securities of the universe must fulfil the following criteria at the Rebalancing Determination Date to be eligible for the index component selection. The following process is applied:
a) Eligible securities are ranked by decreasing weightings of positions held by the selection of portfolio managers;
b) eligible securities must be listed on an exchange;
c) only shares and Substitutes are eligible for the index component selection;
d) singletons defined as only one security line selected by a single manager out of the selection of portfolio managers are not eligible;
e) Securities whose aggregated weighting is composed for more than two-thirds of a single portfolio manager’s weight are normalised. The normalisation is done by allocating, to this specific single portfolio manager, the average weight calculated from the remaining portfolio managers holding the specific security;
f) if multiple lines of a stock qualify for the Index, the less liquid stock is removed;
g) the index component selection is then composed of the 30 top remaining eligible securities.
With each selection of securities and a following rebalancing, an equal weight of the Index Components is applied.

Identifier: FR0013434362
Bloomberg Ticker: VENNUS Index Sponsor: Venn Research

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

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