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DE000A26RSG3

ISF Multi Asset Index (CHF)

Indexwert97.79
Monatsverlauf2.05%
Jahresverlauf2.43%
Letzte Berechnung22.02.2024
Beschreibung

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

 

Data powered by Reuters

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Informationen & Dokumente

DateISINNameWeight
22/02/2024CH0014420878UBS (CH) Property Fund - Swiss Mixed 'Sima' CHF0.0689
22/02/2024CH0106027128UBS ETF (CH) - Gold (CHF) hedged (CHF) A-dis0.1725
22/02/2024IE00BYM11L64UBS MSCI ACWI SF UCITS ETF USD A acc0.5737
22/02/2024LU0128499158Pictet-Short-Term Money Market CHF-P0.1849
DateISINUnit Change
16/02/2024LU01284991580.00650335
16/02/2024CH0014420878-0.00575173
13/02/2024LU0128499158-0.06572245
13/02/2024IE00BYM11L640.04555245
15/01/2024LU0128499158-0.00563327
15/01/2024IE00BYM11L640.04542805
15/01/2024CH0106027128-0.09217587
13/12/2023LU0128499158-0.06048740
13/12/2023IE00BYM11L640.04408853
13/11/2023LU0128499158-0.06042007
13/11/2023IE00BYM11L640.04563349
13/10/2023LU0128499158-0.05664773
13/10/2023IE00BYM11L640.04322769
13/09/2023LU0128499158-0.05796255
13/09/2023IE00BYM11L640.04288373
07/09/2023CH01060271280.00221872
14/08/2023LU0128499158-0.07303380
14/08/2023CH01060271280.12155691
28/07/2023LU0128499158-0.00722156
28/07/2023CH00144208780.00671414
13/07/2023LU0128499158-0.07157807
13/07/2023IE00BYM11L640.05250954
13/06/2023LU0128499158-0.05441278
13/06/2023CH00144208780.04768235
15/05/2023LU01284991580.00129235
15/05/2023CH0106027128-0.00201196
13/04/2023LU01284991580.06607507
13/04/2023CH0106027128-0.10114507
13/03/2023LU01284991580.06754039
13/03/2023CH0106027128-0.11010419
13/02/2023LU01284991580.05505017
13/02/2023CH0014420878-0.05054100
13/01/2023LU0128499158-0.00315415
13/01/2023IE00BYM11L64-0.04269933
13/01/2023CH01060271280.09217587
30/12/2022LU0128499158-0.01233011
30/12/2022CH00144208780.01145709
13/12/2022LU01284991580.05208632
13/12/2022IE00BYM11L64-0.04082207
14/11/2022LU01284991580.05193476
14/11/2022IE00BYM11L64-0.04123135
11/11/2022LU01284991580.00686527
11/11/2022CH0014420878-0.00638584
13/10/2022LU01284991580.04808760
13/10/2022IE00BYM11L64-0.04159487
29/09/2022LU0128499158-0.02362304
29/09/2022IE00BYM11L640.02032661
13/09/2022LU01284991580.04410542
13/09/2022IE00BYM11L64-0.03497301
07/09/2022LU0128499158-0.00699417
07/09/2022CH00144208780.00648432
06/09/2022LU0128499158-0.03768906
06/09/2022IE00BYM11L640.03020824
15/08/2022LU01284991580.04732230
15/08/2022IE00BYM11L64-0.03543708
13/07/2022LU01284991580.04487266
13/07/2022IE00BYM11L64-0.03680694
07/07/2022LU01284991580.00802336
07/07/2022CH0014420878-0.00717349
05/07/2022LU01284991580.04197352
05/07/2022IE00BYM11L64-0.03489066
13/06/2022LU01284991580.04771649
13/06/2022IE00BYM11L64-0.03909973
07/06/2022LU0128499158-0.02868783
07/06/2022CH01060271280.04634325
01/06/2022LU01284991580.00788477
01/06/2022CH0014420878-0.00713666
13/05/2022LU0128499158-0.00574872
13/05/2022IE00BYM11L64-0.03918281
13/05/2022CH01060271280.09233534
03/05/2022LU01284991580.00730782
03/05/2022CH0106027128-0.01168482
19/04/2022LU01284991580.00722316
19/04/2022CH0014420878-0.00606901
15/04/2022LU01284991580.00724883
15/04/2022CH0014420878-0.00606901
13/04/2022LU0128499158-0.00757354
13/04/2022IE00BYM11L64-0.03676713
13/04/2022CH01060271280.08851100
11/04/2022CH00144208780.00086991
14/03/2022LU0128499158-0.01452503
14/03/2022IE00BYM11L64-0.04152561
14/03/2022CH01060271280.10524933
15/02/2022LU01284991580.08493338
15/02/2022IE00BYM11L64-0.05986413
14/02/2022LU0128499158-0.00658423
14/02/2022CH0106027128-0.10848639
14/02/2022CH00144208780.05849468
25/01/2022LU01284991580.10766820
25/01/2022IE00BYM11L64-0.07857449
13/01/2022IE00BYM11L640.04817175
13/01/2022CH0106027128-0.11751276
13/12/2021LU0128499158-0.00612421
13/12/2021IE00BYM11L640.04605389
13/12/2021CH0106027128-0.10200583
15/11/2021IE00BYM11L640.04651563
15/11/2021CH0106027128-0.11112089
13/10/2021IE00BYM11L640.04692574
13/10/2021CH0106027128-0.10950217
13/09/2021LU0128499158-0.00116462
13/09/2021IE00BYM11L640.04494749
13/09/2021CH0106027128-0.10556994
13/08/2021IE00BYM11L640.05466815
13/08/2021CH0106027128-0.13172161
13/07/2021IE00BYM11L640.05678140
13/07/2021CH0106027128-0.13229062
14/06/2021IE00BYM11L640.05215877
14/06/2021CH0106027128-0.11516451
14/05/2021IE00BYM11L640.05226959
14/05/2021CH0106027128-0.11373897
13/04/2021IE00BYM11L640.04904708
13/04/2021CH0106027128-0.11251238
07/04/2021LU0128499158-0.05744194
07/04/2021CH01060271280.09776132
30/03/2021LU0128499158-0.00796141
30/03/2021CH01060271280.01400051
15/03/2021LU0128499158-0.00754504
15/03/2021IE00BYM11L640.05539487
15/03/2021CH0106027128-0.11109687
15/02/2021LU01284991580.00454701
15/02/2021CH01060271280.10848639
15/02/2021CH0014420878-0.06281256
12/02/2021LU0128499158-0.00718538
12/02/2021CH01060271280.01162750
08/02/2021LU0128499158-0.07363337
08/02/2021CH01060271280.11865886
13/01/2021LU01284991580.01428797
13/01/2021CH01060271280.09055970
13/01/2021CH0014420878-0.06278118
14/12/2020LU01284991580.01330959
14/12/2020CH01060271280.09037833
14/12/2020CH0016999861-0.06995682
13/11/2020LU01284991580.01178116
13/11/2020CH01060271280.08824061
13/11/2020CH0014420878-0.06282103
10/11/2020LU01284991580.07786366
10/11/2020CH0106027128-0.12219033
04/11/2020LU0128499158-0.08388720
04/11/2020CH01060271280.13005352
13/10/2020LU01284991580.01384562
13/10/2020CH01060271280.08360191
13/10/2020CH0014420878-0.06282103
12/10/2020LU01284991580.01982085
12/10/2020CH0106027128-0.03042665
22/09/2020LU01284991580.04067972
22/09/2020CH0106027128-0.06313412
14/09/2020LU01284991580.00708854
14/09/2020CH01060271280.09156943
14/09/2020CH0014420878-0.06282103
14/08/2020LU0128499158-0.04075168
14/08/2020CH00144208780.03812430
13/08/2020LU01284991580.00393884
13/08/2020CH0106027128-0.00595672
12/08/2020LU01284991580.00943971
12/08/2020CH0106027128-0.01433724
11/08/2020LU0128499158-0.05828272
11/08/2020CH00144208780.05440645
20/07/2020CH00169998610.00040734
13/07/2020LU0128499158-0.00544736
13/07/2020CH01060271280.00885948
30/06/2020LU0128499158-0.03840120
30/06/2020CH00144208780.03614735
25/06/2020LU0128499158-0.03560332
25/06/2020CH00144208780.03474957
24/06/2020LU0128499158-0.07625235
24/06/2020CH01060271280.12646395
23/06/2020LU0128499158-0.01421493
23/06/2020CH01060271280.02359496
18/06/2020LU0128499158-0.03120001
18/06/2020CH01060271280.05304011
15/06/2020LU0128499158-0.02335966
15/06/2020CH01060271280.09263376
15/06/2020CH0014420878-0.03013047
10/06/2020CH00144208780.00109595
13/05/2020LU0128499158-0.00846487
13/05/2020CH01060271280.06585301
13/05/2020CH0014420878-0.02994779
14/04/2020LU0128499158-0.01136676
14/04/2020CH01060271280.06947997
14/04/2020CH0014420878-0.02994779
06/04/2020CH00144208780.00397033
25/03/2020LU01284991580.02947081
25/03/2020CH0106027128-0.05315467
24/03/2020LU01284991580.05854173
24/03/2020CH0014420878-0.06046626
19/03/2020LU01284991580.08745285
19/03/2020CH0106027128-0.04196675
19/03/2020CH0014420878-0.06794350
13/03/2020LU01284991580.11005240
13/03/2020CH01060271280.06272284
13/03/2020CH0014420878-0.14085964
13/02/2020LU0128499158-0.00007890
13/02/2020CH00144208780.00006898
20/01/2020CH00169998610.00038171
13/01/2020LU0128499158-0.00055465
13/01/2020CH00144208780.00050576
07/01/2020LU01284991580.07849557
07/01/2020CH0014420878-0.06946209
09/12/2019LU01284991580.42578833
09/12/2019IE00BYM11K57-0.35457401
06/12/2019LU01284991582.61452172
06/12/2019IE00BYM11K570.38978318
06/12/2019CH0106027128-0.78589732
06/12/2019CH0016999861-1.50000000
06/12/2019CH0014420878-1.09367484

Universe of Index Components

Funds in the sectors of equities, real estate, commodities, fixed income and a CHF cash fund.

Index Components and their selection

Each Index Component must fulfil the following selection criteria to be eligible for inclusion in the Index. The relevant Index Component must:
(i) have a price that is set regularly and publicly accessible;
(ii) be approved by FINMA for public distribution in Switzerland;
(iii) be denominated in CHF;
(iv) have assets under management at the time of inclusion in the Index in excess of 150 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 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 selection of Index Components is static and except for circumstances as described in these Index Guidelines, is not planned to change.

Allocation of Index Components

The Index represents a multi asset strategy replicating investments in the asset classes cash, equities, commodities, fixed income and real estate. Each asset class is represented by a fund as outlined in the table below as of the Index Start Date ((considered static but subject to changes as per Index Guidelines)

Asset Class      -     Fund ISIN
Cash                 -     LU0128499158
Equities            -      IE00BYM11K57
Commodities    -      CH0106027128
Fixed Income   -      CH0016999861
Real Estate      -      CH0014420878

In addition to the Monthly Rebalancing, part of the Index exposure may be rebalanced on a daily basis in order to achieve an approximate annualized volatility target of up to 15.0% (volatility targeting filter) for each of the asset classes equities, real estate, commodities and fixed income and as measured by the 60 days realized and annualized volatility ("60-Days Volatility").

Part of the 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 by dynamically reducing (increasing) exposure to the respective asset class by increasing (reducing) the asset class cash in case of high (low) level of the 60-Days Volatility of the observed asset class. For the avoidance of doubt, no leverage will be created in the Index.

Monthly Rebalancing
Rebalancing Determination Date: 13th Day of every month.

Each Bucket has annual Rebalancing Dates on which the Bucket reallocates 100.0% in 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 for each Bucket and in a similar fashion as described under Monthly Rebalancing with a weight tolerance of 10%. It should be noted however, that this only applies to asset classes equities, real estate, commodities and fixed income.

Identifier: DE000A26RSG3 WKN: A26RSG
Bloomberg Ticker: LIXXMACH Index Index Sponsor: ISF Institut Deutsch-Schweizer Finanzdienstleistungen GmbH

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