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DE000A26RSH1

ISF Multi Asset Index (EUR)

Indexwert117.73
Monatsverlauf1.55%
Jahresverlauf3.22%
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%.

 

Index powered using Thomson Reuters data.

Chart

Informationen & Dokumente

DateISINNameWeight
22/02/2024CH0106027193UBS ETF (CH) - Gold (USD) A-dis0.3221
22/02/2024IE00BYM11H29UBS MSCI ACWI SF UCITS ETF USD A acc0.5938
22/02/2024LU1190417599Lyxor Smart Overnight Return - IE0.0841
DateISINUnit Change
13/02/2024IE00BYM11H290.06345654
13/02/2024CH0106027193-0.16392081
15/01/2024LU1190417599-0.00305465
15/01/2024IE00BYM11H290.06066578
15/01/2024CH0106027193-0.14341404
13/12/2023LU1190417599-0.08312578
13/12/2023IE00BYM11H290.05825085
13/11/2023LU1190417599-0.08322559
13/11/2023CH01060271930.14314671
13/10/2023LU1190417599-0.09418603
13/10/2023IE00BYM11H290.06774639
13/09/2023LU1190417599-0.08129441
13/09/2023IE00BYM11H290.05763824
07/09/2023CH01060271930.00109314
13/07/2023LU1190417599-0.09611984
13/07/2023IE00BYM11H290.06961620
13/06/2023LU1190417599-0.09800147
13/06/2023IE00BYM11H290.06992424
15/05/2023LU11904175990.00228681
15/05/2023CH0106027193-0.00380142
13/03/2023LU11904175990.09481933
13/03/2023CH0106027193-0.16350800
13/02/2023LU1190417599-0.01543107
13/02/2023CH01060271930.16369564
13/02/2023CH0014420878-0.05825281
06/02/2023LU11904175990.00958598
06/02/2023CH0014420878-0.00715079
13/01/2023LU1190417599-0.03759885
13/01/2023IE00BYM11H29-0.04184072
13/01/2023CH01060271930.14321704
13/01/2023CH00144208780.00678229
30/12/2022LU1190417599-0.01544934
30/12/2022CH00144208780.01180558
13/12/2022LU11904175990.05310989
13/12/2022IE00BYM11H29-0.03993684
14/11/2022LU11904175990.05325210
14/11/2022IE00BYM11H29-0.03988042
26/10/2022LU11904175990.00957868
26/10/2022CH0014420878-0.00772968
13/10/2022LU11904175990.05914950
13/10/2022IE00BYM11H29-0.04661692
13/09/2022LU11904175990.05250445
13/09/2022IE00BYM11H29-0.03830570
09/09/2022LU1190417599-0.00936978
09/09/2022CH00144208780.00696406
15/08/2022LU1190417599-0.03384474
15/08/2022IE00BYM11H29-0.04503122
15/08/2022CH01060271930.17036324
13/07/2022LU11904175990.06110709
13/07/2022IE00BYM11H29-0.04658527
27/06/2022LU11904175990.00916397
27/06/2022CH0014420878-0.00728429
13/06/2022LU11904175990.06166238
13/06/2022IE00BYM11H29-0.04835001
07/06/2022LU1190417599-0.04333590
07/06/2022CH01060271930.07582458
01/06/2022LU11904175990.01102714
01/06/2022CH0014420878-0.00848311
13/05/2022LU1190417599-0.01982887
13/05/2022IE00BYM11H29-0.04829626
13/05/2022CH01060271930.14701787
03/05/2022LU11904175990.01046191
03/05/2022CH0106027193-0.01784391
19/04/2022LU11904175990.01010110
19/04/2022CH0014420878-0.00721381
15/04/2022LU11904175990.01021458
15/04/2022CH0014420878-0.00721381
13/04/2022LU1190417599-0.01884503
13/04/2022IE00BYM11H29-0.04012803
13/04/2022CH01060271930.12559401
11/04/2022CH00144208780.00103400
14/03/2022LU1190417599-0.02954045
14/03/2022IE00BYM11H29-0.04607609
14/03/2022CH01060271930.15414152
28/02/2022LU11904175990.13666503
28/02/2022IE00BYM11H29-0.09989950
14/02/2022LU1190417599-0.02230736
14/02/2022IE00BYM11H29-0.05762741
14/02/2022CH00144208780.06952856
02/02/2022LU11904175990.12680893
02/02/2022IE00BYM11H29-0.08975246
25/01/2022LU11904175990.12038101
25/01/2022IE00BYM11H29-0.08900321
13/01/2022LU1190417599-0.00082340
13/01/2022IE00BYM11H290.06467459
13/01/2022CH0106027193-0.17794638
13/12/2021LU1190417599-0.00078210
13/12/2021IE00BYM11H290.06173171
13/12/2021CH0106027193-0.16901559
15/11/2021LU1190417599-0.00076880
15/11/2021IE00BYM11H290.06164448
15/11/2021CH0106027193-0.16615968
13/10/2021LU1190417599-0.00087640
13/10/2021IE00BYM11H290.07205732
13/10/2021CH0106027193-0.18941363
13/09/2021LU1190417599-0.00074290
13/09/2021IE00BYM11H290.05921040
13/09/2021CH0106027193-0.16054502
13/08/2021LU1190417599-0.00087650
13/08/2021IE00BYM11H290.06960625
13/08/2021CH0106027193-0.18943054
13/07/2021LU1190417599-0.00087940
13/07/2021IE00BYM11H290.07200840
13/07/2021CH0106027193-0.19004575
25/06/2021LU11904175990.00517455
14/06/2021LU1190417599-0.00008766
14/06/2021IE00BYM11H290.07473621
14/06/2021CH0106027193-0.18944433
14/05/2021LU1190417599-0.00008604
14/05/2021IE00BYM11H290.07465314
14/05/2021CH0106027193-0.18593588
13/04/2021LU1190417599-0.00007480
13/04/2021IE00BYM11H290.06202723
13/04/2021CH0106027193-0.16164824
07/04/2021LU1190417599-0.00898491
07/04/2021CH01060271930.18605019
15/03/2021LU1190417599-0.00099809
15/03/2021IE00BYM11H290.07122133
15/03/2021CH0106027193-0.16215750
15/02/2021LU1190417599-0.00025259
15/02/2021IE00BYM11H290.07375900
15/02/2021CH0014420878-0.06902398
08/02/2021LU1190417599-0.01079614
08/02/2021CH01060271930.21523456
13/01/2021LU11904175990.00183327
13/01/2021CH01060271930.13734659
13/01/2021CH0014420878-0.06854043
11/01/2021LU11904175990.00082726
11/01/2021CH0106027193-0.01658540
14/12/2020LU1190417599-0.00663227
14/12/2020CH01060271930.13403739
13/11/2020LU11904175990.00156299
13/11/2020CH01060271930.13085075
13/11/2020CH0014420878-0.06901442
10/11/2020LU11904175990.01108347
10/11/2020CH0106027193-0.21180450
04/11/2020LU1190417599-0.01127357
04/11/2020CH01060271930.21124366
13/10/2020LU11904175990.00022387
13/10/2020CH0106027193-0.00422550
24/09/2020LU11904175990.00104626
24/09/2020CH0106027193-0.01992524
22/09/2020LU11904175990.00677736
22/09/2020CH0106027193-0.12718545
14/09/2020LU11904175990.00085237
14/09/2020CH01060271930.13946601
14/09/2020CH0014420878-0.06901442
18/08/2020LU11904175990.00103842
18/08/2020CH0106027193-0.01890167
14/08/2020LU1190417599-0.00403648
14/08/2020CH00144208780.03346778
13/08/2020LU1190417599-0.00004039
13/08/2020CH01060271930.00074433
11/08/2020LU1190417599-0.00585852
11/08/2020CH00144208780.04845220
13/07/2020LU1190417599-0.00088342
13/07/2020CH01060271930.01688373
30/06/2020LU1190417599-0.00402604
30/06/2020CH00144208780.03318893
25/06/2020LU1190417599-0.00270268
25/06/2020CH00144208780.02309775
24/06/2020LU1190417599-0.01057034
24/06/2020CH01060271930.18793926
24/06/2020CH00144208780.00736007
23/06/2020LU1190417599-0.00616484
23/06/2020CH01060271930.11995479
18/06/2020LU1190417599-0.00109650
18/06/2020CH01060271930.02165648
15/06/2020LU1190417599-0.00613949
15/06/2020CH01060271930.12273031
10/06/2020CH00144208780.00078836
13/05/2020US4642874402-0.08413032
13/05/2020LU11904175990.00424697
13/05/2020CH01060271930.10272129
23/04/2020LU11904175990.00517620
23/04/2020CH0106027193-0.09795426
14/04/2020LU1190417599-0.00111795
14/04/2020CH01060271930.09375708
14/04/2020CH0014420878-0.03268496
06/04/2020CH00144208780.00268362
26/03/2020LU11904175990.00076693
26/03/2020CH0014420878-0.00685833
24/03/2020LU11904175990.00881639
24/03/2020CH0106027193-0.10399130
24/03/2020CH0014420878-0.03261033
23/03/2020LU11904175990.00066119
23/03/2020CH0014420878-0.00607981
19/03/2020LU11904175990.00418078
19/03/2020CH0014420878-0.03708391
18/03/2020LU11904175990.00474242
18/03/2020CH0106027193-0.10588516
17/03/2020LU11904175990.00117171
17/03/2020CH0014420878-0.01102953
13/03/2020LU11904175990.01045575
13/03/2020CH01060271930.04732936
13/03/2020CH0014420878-0.10798120
10/03/2020LU11904175990.00090707
10/03/2020CH0014420878-0.00718140
28/02/2020US46428744020.00006545
13/02/2020LU11904175990.00001094
13/02/2020CH0014420878-0.00008364
31/01/2020US46428744020.00007348
13/01/2020LU1190417599-0.00006708
13/01/2020CH00144208780.00054367
07/01/2020LU11904175990.00644364
07/01/2020CH0014420878-0.05073312
18/12/2019US46428744020.00007742
09/12/2019LU11904175990.01859940
09/12/2019CH0106027193-0.42982337
06/12/2019US4642874402-0.70000000
06/12/2019LU11904175990.27835225
06/12/2019IE00BYM11H29-0.23727187
06/12/2019CH01060271930.84574762
06/12/2019CH0014420878-1.82279144

Universe of Index Components

Funds in the sectors of equities, real estate, commodities, fixed income and a EUR 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 EUR, USD, CHF, GBP;
(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                       -      LU1190417599
Equities                  -      IE00BYM11H29
Commodities          -      CH0106027193
Fixed Income         -      US4642874402
Real Estate            -      CH0014420878

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: DE000A26RSH1 WKN: A26RSH
Bloomberg Ticker: LIXXMAEU 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)