Komplexe Indizes

Quantitative und systematische Asset Management Strategien stoßen zunehmend auf das Interesse institutioneller Investoren. Dabei handelt es sich um Indizes, die nicht mehr nach den klassischen Kriterien wie Marktkapitalisierung oder Gleichgewichtung zusammengesetzt werden, sondern bei denen Geldmarktinstrumente zur Volatilitätssteuerung beigemischt werden, Optimierungsprozesse zur Renditemaximierung verwendet werden oder verschiedene Asset Klassen miteinander kombiniert werden, um zusätzliche Renditen zu generieren. Solactive hat in diesem Bereich eine langjährige Expertise aufgebaut. Eine Vielzahl an Projekten wurden bereits für verschiedene internationale Kunden umgesetzt. Zudem umfasst dieser Bereich eine Vielzahl an Indizes, die nicht nur aufden klassischen Basiswerten wie Aktien oder Anleihen beruhen, sondern auch auf Fonds, Lebensversicherungen oder auch reine Währungskörbe als Underlying zurückgreifen.

Name ISIN Kurs
GS Momentum Builder® Multi-Asset Class Index DE000SLA8GS5 176.70
Solactive High Yield Beta Index DE000SLA1NE6 136.90
Solactive Leveraged Long x 7 BTP Futures Index DE000SLA05G0 2851.58
Nations SkewDex DE000SLA2SD5 60.9970
ING Emerging Market Consumption VT 10% Index DE000SLA1MC2 173.149
WTI Futures Long Index DE000SLA0GS2 304.3697
European Dividend Futures 2017 (USD) Index DE000SLA0YF2 118.4976
Silver x7 Short Leveraged Index DE000SLA2D65 10.96
WTI Futures x5 short Leveraged Index DE000SLA0B85 229.9656
Solactive Lion Financials Index VT 18 DE000A1DKKP6 162.56
Goldman Sachs Momentum Builder Multi-Asset 5 Index DE000SLA7PH1 113.92
GS Momentum Builder® Multi-Asset 2 Index DE000A1PHHQ0 117.8848
x5 Daily Long JPY and Short USD Index DE000SLA08E9 482.95
Solactive Global Ethical Low Volatility AR SEK Hedged Index DE000SLA2L65 184.81
Silver Futures x3 short Leveraged Index DE000SLA0GK9 459.9724
WTI Futures x7 Leveraged Index DE000SLA1Z52 285.0655
Solactive Leveraged Long x 7 OAT Futures Index DE000SLA0336 2446.52
Solactive Leveraged Short x 5 OAT Futures Index DE000SLA05P1 339.29
ING Emerging Asia VT 10% Index DE000SLA2EA1 79.824
Solactive Japanese Buyback Index (EUR Daily Currency Hedged) DE000SLA0RY7 2747.29
Solactive Leveraged Short x 3 Bund Futures Index DE000SLA0450 512.24
ANZ USD ASTRIX INDEX DE000SLA1W71 137.2280
Goldman Sachs Dynamo Strategy Index DE000SLA04V2 179.85
Solactive Leveraged Long x 5 OAT Futures Index DE000SLA05N6 1977.75
Solactive Emerging Markets Risk Aligned 10% DE000SLA0QE1 87.3081
Solactive U.S Dynamic Allocation PR Index DE000SLA0XS7 245.5475
ISF Hidden Champions Schweiz Index DE000SLA1VT7 107.39
London Gold Price PM (AM) (Hedged into EUR) DE000A1CQ851 263.97
Silver Gas x7 Leveraged Index DE000SLA2D57 740.37
x5 Daily Long EUR and Short SEK Index DE000SLA06H6 1259.10
Solactive Leveraged Short x 5 BTP Futures Index DE000SLA05F2 253.85
WTI Futures x5 Leveraged Index DE000SLA0B77 197.8764
WTI Futures x12 Short Leveraged Index DE000SLA10A3 894.5908
ING ASEAN Equities VT 10% Index DE000SLA1AS3 71.695
x5 Daily Long GBP and Short EUR Index DE000SLA06P9 591.72
Silver Futures x3 Leveraged Index DE000SLA0GJ1 414.3706
Goldman Sachs Momentum Builder Multi-Asset Latam 5 ER Index DE000SLA0KZ9 113.92
Solactive Leveraged Long x 3 Bund Futures Index DE000SLA0443 1757.66
Solactive Japanese Buyback Index (USD Daily Currency Hedged) DE000SLA0RX9 2823.42
Solactive European Overnight Money Market Index DE000SLA1W63 113.5557
Solactive Europe Low Volatility Excess Return Target Beta Index DE000SLA2N14 216.71
London Gold Price PM (AM) (Hedged into CHF) DE000A1CQ869 241.78
ING European Blue-Chip Companies VT 10% Index DE000SLA4EU5 119.665
x3 Daily Long USD and Short EUR Index DE000SLA06K0 1802.11
Natural Gas Futures x3 short Leveraged Index DE000SLA0GD4 2341.2225
ING Asian Emerging Companies VT 10% Index DE000SLA1NG1 158.813
ANZ USD ASTRIX VOLT 1.25% INDEX DE000SLA1W89 138.7925
x5 Daily Long GBP and Short USD Index DE000SLA08G4 176.54
Solactive Diversified Agriculture Index ER DE000SLA2VL2 120.38
Solactive Long USD Index DE000SLA2MS6 112.09
Solactive Rolling Bund Futures Index DE000SLA2W62 173.09
European Dividend Futures 2019 (USD) Index DE000SLA0YH8 117.8069
BofAML Mean Reversion USD Index ER DE000SLA06C7 954.41
Solactive Leveraged Long x 10 Bund Futures Index DE000SLA05A3 4971.57
Nations VolDex DE000SLA2VD9 10.2946
x7 Daily Long GBP and Short EUR Index DE000SLA06T1 383.11
Solactive Leveraged Short x 5 Bund Futures Index DE000SLA0476 315.87
WTI Futures x3 short Leveraged Index DE000SLA0GM5 2019.9341
Solactive Leveraged Long x 10 OAT Futures Index DE000SLA0351 3148.38
x7 Daily Long USD and Short EUR Index DE000SLA06R5 2734.46
x3 Daily Long CNH and Short USD Index DE000SLA0856 549.77
Natural Gas Futures x3 Leveraged Index DE000SLA0GC6 481.7479
Modulor Low Risk Index DE000SLA1MD0 191.5466
Arabesque Systematic Risk Control Index EUR DE000SLA1ZV4 275.39
Solactive Leveraged Short x 7 BTP Futures Index DE000SLA05H8 132.17
ING US Germany and China Equities VT 10% Index DE000SLA10C9 104.147
WTI Futures Short Index DE000SLA0GT0 2066.6731
European Dividend Futures 2018 (USD) Index DE000SLA0YG0 120.4476
Solactive Japanese Buyback Index (CAD Daily Currency Hedged) DE000SLA0K35 2845.84
Modulor Deep Value Index DE000SLA1MU4 186.2099
FRANKFURT-TRUST ALPHA EQUITY EMU Index DE000SLA2FT8 394.27
Solactive Leveraged Long x 5 Bund Futures Index DE000SLA0468 2464.68
Solactive Leveraged Short x 7 OAT Futures Index DE000SLA0344 206.71
WTI Futures x7 Short Leveraged Index DE000SLA1Z60 304.3751
Solactive GLD EUR Gold Index DE000SLA2LH1 1537.19
Solactive Fed Funds Effective Rate Total Return Index DE000SLA2FD2 1012.6214
WTI Futures x3 Leveraged Index DE000SLA0GL7 669.9618
Solactive Europe Low Volatility PR Target Beta Index DE000SLA2MR8 359.61
x15 Daily Long USD and Short EUR Index DE000SLA1KQ6 1681.19
ING US Real Estate VT 8% Index DE000SLA0JD8 135.838
ISF FondsControl Index Schweiz DE000SLA5FV7 98.19
ING Global Resources VT 12% Index DE000SLA0VT9 102.050
Solactive Leveraged Short x 10 BTP Futures Index DE000SLA05K2 44.30
Gold Futures x3 Leveraged Index DE000SLA0GF9 735.5207
WTI Futures x10 Short Leveraged Index DE000SLA1Z86 146.1024
Natural Gas x7 Short Leveraged Index DE000SLA2D24 860.63
x5 Daily Long USD and Short EUR Index DE000SLA06M6 2342.31
Solactive Equal Weight US Bank Index Canadian Dollar Hedged DE000SLA1WK4 216.58
Solactive International Dynamic Allocation Price Return Index DE000SLA04Z3 203.1868
Solactive Leveraged Short x 7 Bund Futures Index DE000SLA0492 188.63
Solactive Leveraged Long x 3 BTP Futures Index DE000SLA05C9 1709.40
Solactive GLD CNH Gold Index DE000SLA2L24 1227.98
Solactive Equal Weight US Health Care Index Canadian Dollar Hedged DE000SLA2C09 291.84
Solactive Canadian Equity Index DE000SLA0PY1 136.9836
x5 Daily Long CNH and Short USD Index DE000SLA1KL7 358.49
WeatherStorm Forensic Accounting Long-Short Index DE000SLA0377 128.7528
WTI Futures x12 Leveraged Index DE000SLA1Z94 139.3227
x5 Daily Long CNH and Short EUR Index DE000SLA08Z4 729.29
GS Global Markets Navigator Index DE000SLA3GN7 192.1204
Solactive US 7-10 Year Treasury Bond Index (Total Return) CAD currency hedged DE000SLA2LS8 143.46
DPM Cloud Basket DE000SLA0EZ2 150.16
BofAML Mean Reversion DE000SLA0XW9 1721.52
x3 Daily Long CNH and Short EUR Index DE000SLA08X9 889.87
WTI Futures x10 Leveraged Index DE000SLA1Z78 19.6160
CMG Tactical All Asset Index DE000SLA1W14 4947.0051
Motif Capital Aging of America 7 ER Index DE000SLA2DZ0 99.79
ISF FondControl Index Top 2013 DE000SLA5FU9 110.91
DZX Deutscher Zweitmarkt Index DE000A1DKEZ8 465.54
Solactive Diversified Agriculture Index TR DE000SLA2VM0 135.59
Modulor Dividend Index DE000SLA1MW0 160.3200
Solactive Leveraged Short x 10 Bund Futures Index DE000SLA05B1 81.96
Solactive Leveraged Long x 10 BTP Futures Index DE000SLA05J4 3568.96
ING Phil-China Equity Index DE000SLA3CE5 106.453
Deutscher Zweitmarktindex Immobilien DZX-I DE000SLA2DJ4 1011.71
Solactive 10-Year Canadian Government Bond Index DE000SLA0PX3 134.1576
Gold Futures Long Index DE000SLA0GN3 963.0210
x10 Daily Long USD and Short EUR Index DE000SLA1KS2 2813.06
Gold Futures Long Index – EUR Hedged DE000SLA0GV6 940.2491
Natural Gas x7 Leveraged Index DE000SLA2D16 48.68
Solactive International Dynamic Allocation Total Return Index DE000SLA0401 270.0277
Solactive Leveraged Short x 10 OAT Futures Index DE000SLA0369 91.62
Solactive Leveraged Long x 7 Bund Futures Index DE000SLA0484 3344.93
Gold x7 Short Leveraged Index DE000SLA2D40 227.66
Nations TailDex DE000SLA2TD3 10.1563
Solactive SPG US Low Carbon Leaders ex-Fossil Fuel Index Target Vol 5 DE000SLA18P4 118.87
GS Momentum Builder Multi-Asset 5S ER Index DE000SLA1Y87 99.63
Solactive Leveraged Long x 5 BTP Futures Index DE000SLA05E5 2275.14
Solactive U.S Dynamic Allocation TR Index DE000SLA0XR9 323.5515
Solactive Leveraged Short x 3 OAT Futures Index DE000SLA05M8 536.60
Solactive GLD JPY Gold Index DE000SLA2LM1 1216.83
Gold Futures short Index DE000SLA0GQ6 985.4174
Solactive Europe Low Volatility Target Beta Index DE000SLA2LU4 654.57
x5 Daily Long EUR and Short USD Index DE000SLA08C3 251.22
Arabesque Systematic Index USD DE000SLA1YZ8 361.708
X10 Daily Long CNH and Short EUR Index DE000SLA0831 281.84
Arabesque Systematic Index EUR DE000SLA1V31 441.405
European Dividend Futures 2021 (USD) Index DE000SLA2PM2 110.62
x5 Daily Long CNH and Short SEK Index DE000SLA1KN3 821.66
x7 Daily Long CNH and Short EUR Index DE000SLA0815 539.72
Solactive Leveraged Long x 3 OAT Futures Index DE000SLA05L0 1543.26
Gold x7 Leveraged Index DE000SLA2D32 205.05
MVIS US Dynamic Put Write (TR Net) DE000SLA0HA8 3442.6209
Solactive GLD Long USD Index DE000SLA2K90 1496.89
x5 Daily Long USD and Short SEK Index DE000SLA06F0 3268.73
Solactive Canadian Equity Risk Aligned 10% DE000SLA0PZ8 122.1339
Modulor Low Risk -hedged- Index DE000SLA1MQ2 139.2026
Solactive Leveraged Short x 3 BTP Futures Index DE000SLA05D7 458.91
European Dividend Futures 2020 (USD) Index DE000SLA2PL4 113.82
Solactive Eurozone Exporters Efficient Index DE000SLA1WU3 1097.91
Gold Futures x3 short Leveraged Index DE000SLA0GH5 785.0321
CMG Long Short Index DE000SLA1NS6 2460.68
CrowdInvest Wisdom Index DE000SLA0RV3 1222.57