Top

LIXX INDEX INNOVATION INDIZES

ALLE INDIZES
DE000A26RSH1

ISF Multi Asset Index (EUR)

Indexwert

110.9641

Monatsverlauf

-5.93%

Jahresverlauf

-5.93%

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%.

 

Index powered using Thomson Reuters data.

Informationen & Dokumente


DateISINNameWeight
27/01/2022IE00BYM11H29UBS(Irl)FdSltnsplc MSCI ACWI SF UCITS ETF USD Aacc0.8938
27/01/2022LU1190417599Lyxor Smart Overnight Return - IE0.1062
DateISINUnit Change
25/01/2022LU11904175990.12038101
25/01/2022IE00BYM11H29-0.08900321
13/01/2022LU1190417599-0.0008234
13/01/2022IE00BYM11H290.06467459
13/01/2022CH0106027193-0.17794638
13/12/2021LU1190417599-0.0007821
13/12/2021IE00BYM11H290.06173171
13/12/2021CH0106027193-0.16901559
15/11/2021LU1190417599-0.0007688
15/11/2021IE00BYM11H290.06164448
15/11/2021CH0106027193-0.16615968
13/10/2021LU1190417599-0.0008764
13/10/2021IE00BYM11H290.07205732
13/10/2021CH0106027193-0.18941363
13/09/2021LU1190417599-0.0007429
13/09/2021IE00BYM11H290.0592104
13/09/2021CH0106027193-0.16054502
13/08/2021LU1190417599-0.0008765
13/08/2021IE00BYM11H290.06960625
13/08/2021CH0106027193-0.18943054
13/07/2021LU1190417599-0.0008794
13/07/2021IE00BYM11H290.0720084
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
13/04/2021LU1190417599-0.0000748
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
15/03/2021CH0106027193-0.1621575
15/02/2021LU1190417599-0.00025259
15/02/2021IE00BYM11H290.073759
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
11/01/2021CH0106027193-0.0165854
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
10/11/2020CH0106027193-0.2118045
04/11/2020LU1190417599-0.01127357
04/11/2020CH01060271930.21124366
13/10/2020LU11904175990.00022387
13/10/2020CH0106027193-0.0042255
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
11/08/2020CH00144208780.0484522
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
18/06/2020LU1190417599-0.0010965
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
23/04/2020LU11904175990.0051762
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
24/03/2020CH0106027193-0.1039913
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
13/03/2020CH0014420878-0.1079812
10/03/2020LU11904175990.00090707
10/03/2020CH0014420878-0.0071814
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
09/12/2019LU11904175990.0185994
09/12/2019CH0106027193-0.42982337
06/12/2019US4642874402-0.7
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)

Nehmen Sie Kontakt auf

Wir freuen uns auf Ihren Anruf:

+49 (0)211 781 751 80

oder schicken Sie uns eine E-Mail:

oder nutzen Sie unser Kontaktformular:

Zum Kontaktformular