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LIXX INDEX INNOVATION INDIZES

ALLE INDIZES
DE000A26RSG3

ISF Multi Asset Index (CHF)

Indexwert

99.5065

Monatsverlauf

-6.66%

Jahresverlauf

-6.66%

Letzte Berechnung

28.01.2022

Chart

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

Informationen & Dokumente


DateISINNameWeight
27/01/2022CH0106027128UBS ETF (CH) - Gold (CHF) hedged (CHF) A-dis0.0776
27/01/2022IE00BYM11L64UBS(Irl)FdSltnsplc MSCI ACWI SF UCITS ETF USD Aacc0.7866
27/01/2022LU0128499158Pictet Short -Term Money Market CHF-P0.1359
DateISINUnit Change
25/01/2022LU01284991580.1076682
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
13/07/2021IE00BYM11L640.0567814
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
12/02/2021CH01060271280.0116275
08/02/2021LU0128499158-0.07363337
08/02/2021CH01060271280.11865886
13/01/2021LU01284991580.01428797
13/01/2021CH01060271280.0905597
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
04/11/2020LU0128499158-0.0838872
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
14/08/2020CH00144208780.0381243
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
30/06/2020LU0128499158-0.0384012
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
19/03/2020CH0014420878-0.0679435
13/03/2020LU01284991580.1100524
13/03/2020CH01060271280.06272284
13/03/2020CH0014420878-0.14085964
13/02/2020LU0128499158-0.0000789
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
06/12/2019CH0016999861-1.5
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)

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