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 180.14
Solactive High Yield Beta Index DE000SLA1NE6 139.47
Solactive Leveraged Long x 7 BTP Futures Index DE000SLA05G0 3544.60
Nations SkewDex DE000SLA2SD5 63.4881
ING Emerging Market Consumption VT 10% Index DE000SLA1MC2 188.036
Natural Gas Futures Long Index DE000SLA28W9 906.55
WTI Futures Long Index DE000SLA0GS2 276.0105
European Dividend Futures 2017 (USD) Index DE000SLA0YF2 119.1119
Silver x7 Short Leveraged Index DE000SLA2D65 1199.14
WTI Futures x5 short Leveraged Index DE000SLA0B85 293.2600
Solactive Lion Financials Index VT 18 DE000A1DKKP6 162.56
Goldman Sachs Momentum Builder Multi-Asset 5 Index DE000SLA7PH1 116.17
GS Momentum Builder® Multi-Asset 2 Index DE000A1PHHQ0 118.9996
x5 Daily Long JPY and Short USD Index DE000SLA08E9 530.55
Solactive Global Ethical Low Volatility AR SEK Hedged Index DE000SLA2L65 186.69
Silver Futures x3 short Leveraged Index DE000SLA0GK9 501.1940
WTI Futures x7 Leveraged Index DE000SLA1Z52 91.4717
Solactive Leveraged Long x 7 OAT Futures Index DE000SLA0336 3050.66
Solactive Leveraged Short x 5 OAT Futures Index DE000SLA05P1 284.41
Natural Gas Futures Long Index – EUR Hedged DE000SLA28X7 902.13
ING Emerging Asia VT 10% Index DE000SLA2EA1 84.940
Solactive Japanese Buyback Index (EUR Daily Currency Hedged) DE000SLA0RY7 2884.41
Solactive Leveraged Short x 3 Bund Futures Index DE000SLA0450 510.06
ANZ USD ASTRIX INDEX DE000SLA1W71 137.3079
Goldman Sachs Dynamo Strategy Index DE000SLA04V2 183.53
Solactive Leveraged Long x 5 OAT Futures Index DE000SLA05N6 2320.98
Solactive Emerging Markets Risk Aligned 10% DE000SLA0QE1 91.5296
Solactive U.S Dynamic Allocation PR Index DE000SLA0XS7 251.1989
ISF Hidden Champions Schweiz Index DE000SLA1VT7 120.16
London Gold Price PM (AM) (Hedged into EUR) DE000A1CQ851 269.24
Silver Gas x7 Leveraged Index DE000SLA2D57 458.16
x5 Daily Long EUR and Short SEK Index DE000SLA06H6 1413.50
Solactive Gold Front Month MD Rolling Futures Index ER DE000SLA2Z02 13823.64
Solactive Leveraged Short x 5 BTP Futures Index DE000SLA05F2 212.35
WTI Futures x5 Leveraged Index DE000SLA0B77 98.5723
WTI Futures x12 Short Leveraged Index DE000SLA10A3 824.7784
ING ASEAN Equities VT 10% Index DE000SLA1AS3 75.664
x5 Daily Long GBP and Short EUR Index DE000SLA06P9 490.82
Silver Futures x3 Leveraged Index DE000SLA0GJ1 355.4555
Goldman Sachs Momentum Builder Multi-Asset Latam 5 ER Index DE000SLA0KZ9 116.17
Solactive Leveraged Long x 3 Bund Futures Index DE000SLA0443 1752.96
Solactive Japanese Buyback Index (USD Daily Currency Hedged) DE000SLA0RX9 2979.79
Solactive European Overnight Money Market Index DE000SLA1W63 113.4513
Solactive Europe Low Volatility Excess Return Target Beta Index DE000SLA2N14 251.59
London Gold Price PM (AM) (Hedged into CHF) DE000A1CQ869 246.36
ING European Blue-Chip Companies VT 10% Index DE000SLA4EU5 129.018
x3 Daily Long USD and Short EUR Index DE000SLA06K0 1482.53
Solactive Natural Gas Winter MD Rolling Futures Index ER DE000SLA2803 1487.74
Natural Gas Futures x3 short Leveraged Index DE000SLA0GD4 1363.4499
ING Asian Emerging Companies VT 10% Index DE000SLA1NG1 170.597
ANZ USD ASTRIX VOLT 1.25% INDEX DE000SLA1W89 138.9539
x5 Daily Long GBP and Short USD Index DE000SLA08G4 201.39
Solactive Diversified Agriculture Index ER DE000SLA2VL2 115.37
Solactive Long USD Index DE000SLA2MS6 107.40
Solactive Natural Gas Front Month MD Rolling Futures Index ER DE000SLA28Z2 2763.90
Solactive Rolling Bund Futures Index DE000SLA2W62 172.99
European Dividend Futures 2019 (USD) Index DE000SLA0YH8 124.8920
BofAML Mean Reversion USD Index ER DE000SLA06C7 960.99
Solactive Leveraged Long x 10 Bund Futures Index DE000SLA05A3 4846.94
Solactive Silver Front Month MD Rolling Futures Index ER DE000SLA2811 13588.68
Nations VolDex DE000SLA2VD9 8.7065
x7 Daily Long GBP and Short EUR Index DE000SLA06T1 292.25
Solactive Leveraged Short x 5 Bund Futures Index DE000SLA0476 313.01
WTI Futures x3 short Leveraged Index DE000SLA0GM5 2457.5871
Solactive Leveraged Long x 10 OAT Futures Index DE000SLA0351 4282.97
x7 Daily Long USD and Short EUR Index DE000SLA06R5 1702.92
x3 Daily Long CNH and Short USD Index DE000SLA0856 550.69
Natural Gas Futures x3 Leveraged Index DE000SLA0GC6 658.3779
Modulor Low Risk Index DE000SLA1MD0 190.9410
Arabesque Systematic Risk Control Index EUR DE000SLA1ZV4 282.78
Solactive Leveraged Short x 7 BTP Futures Index DE000SLA05H8 102.48
ING US Germany and China Equities VT 10% Index DE000SLA10C9 109.188
WTI Futures Short Index DE000SLA0GT0 2247.4229
European Dividend Futures 2018 (USD) Index DE000SLA0YG0 125.5744
Solactive Japanese Buyback Index (CAD Daily Currency Hedged) DE000SLA0K35 3001.84
Modulor Deep Value Index DE000SLA1MU4 179.3307
FRANKFURT-TRUST ALPHA EQUITY EMU Index DE000SLA2FT8 394.21
WTI Futures x2 Leveraged Index DE000SLA28Q1 796.56
Solactive Leveraged Long x 5 Bund Futures Index DE000SLA0468 2448.73
Solactive Leveraged Short x 7 OAT Futures Index DE000SLA0344 160.89
WTI Futures x7 Short Leveraged Index DE000SLA1Z60 382.0999
Solactive GLD EUR Gold Index DE000SLA2LH1 1476.58
Solactive Fed Funds Effective Rate Total Return Index DE000SLA2FD2 1014.9051
Gold Futures x2 Leveraged Index DE000SLA28Y5 1175.59
WTI Futures x3 Leveraged Index DE000SLA0GL7 469.7524
Solactive Europe Low Volatility PR Target Beta Index DE000SLA2MR8 402.02
x15 Daily Long USD and Short EUR Index DE000SLA1KQ6 559.17
ING US Real Estate VT 8% Index DE000SLA0JD8 135.838
Solactive Light Sweet Crude Oil Front Month MD Rolling Futures Index ER DE000SLA2829 1235.52
Arabesque Systematic Risk Control Index USD DE000SLA2PJ8 244.17
ISF FondsControl Index Schweiz DE000SLA5FV7 107.13
ING Global Resources VT 12% Index DE000SLA0VT9 102.050
Solactive Leveraged Short x 10 BTP Futures Index DE000SLA05K2 30.48
Silver Futures x2 Leveraged Index DE000SLA28S7 1088.27
Gold Futures x3 Leveraged Index DE000SLA0GF9 786.6878
WTI Futures x10 Short Leveraged Index DE000SLA1Z86 159.6336
Natural Gas x7 Short Leveraged Index DE000SLA2D24 165.42
x5 Daily Long USD and Short EUR Index DE000SLA06M6 1681.27
Solactive Equal Weight US Bank Index Canadian Dollar Hedged DE000SLA1WK4 201.95
Solactive International Dynamic Allocation Price Return Index DE000SLA04Z3 217.0423
Solactive Leveraged Short x 7 Bund Futures Index DE000SLA0492 185.63
Solactive Leveraged Long x 3 BTP Futures Index DE000SLA05C9 1883.19
Solactive GLD CNH Gold Index DE000SLA2L24 1227.98
Solactive Equal Weight US Health Care Index Canadian Dollar Hedged DE000SLA2C09 307.16
Solactive Canadian Equity Index DE000SLA0PY1 133.9596
x5 Daily Long CNH and Short USD Index DE000SLA1KL7 358.67
WeatherStorm Forensic Accounting Long-Short Index DE000SLA0377 124.9217
WTI Futures x12 Leveraged Index DE000SLA1Z94 8.2072
x5 Daily Long CNH and Short EUR Index DE000SLA08Z4 524.03
GS Global Markets Navigator Index DE000SLA3GN7 192.1204
Solactive US 7-10 Year Treasury Bond Index (Total Return) CAD currency hedged DE000SLA2LS8 146.31
DPM Cloud Basket DE000SLA0EZ2 161.03
WTI Futures Long Index – EUR Hedged DE000SLA28R9 902.09
BofAML Mean Reversion DE000SLA0XW9 1731.67
x3 Daily Long CNH and Short EUR Index DE000SLA08X9 732.11
WTI Futures x10 Leveraged Index DE000SLA1Z78 258.1908
CMG Tactical All Asset Index DE000SLA1W14 4982.2704
Motif Capital Aging of America 7 ER Index DE000SLA2DZ0 103.81
ISF FondControl Index Top 2013 DE000SLA5FU9 114.77
DZX Deutscher Zweitmarkt Index DE000A1DKEZ8 433.87
Solactive Diversified Agriculture Index TR DE000SLA2VM0 130.22
Modulor Dividend Index DE000SLA1MW0 157.9464
Solactive Leveraged Short x 10 Bund Futures Index DE000SLA05B1 79.51
Solactive Leveraged Long x 10 BTP Futures Index DE000SLA05J4 4822.24
ING Phil-China Equity Index DE000SLA3CE5 111.203
Deutscher Zweitmarktindex Immobilien DZX-I DE000SLA2DJ4 1049.23
Solactive 10-Year Canadian Government Bond Index DE000SLA0PX3 138.3257
Gold Futures Long Index DE000SLA0GN3 989.1705
x10 Daily Long USD and Short EUR Index DE000SLA1KS2 1400.51
Gold Futures Long Index – EUR Hedged DE000SLA0GV6 962.5580
Natural Gas x7 Leveraged Index DE000SLA2D16 70.06
Solactive International Dynamic Allocation Total Return Index DE000SLA0401 288.9121
Solactive Leveraged Short x 10 OAT Futures Index DE000SLA0369 63.54
Solactive Leveraged Long x 7 Bund Futures Index DE000SLA0484 3303.58
Gold x7 Short Leveraged Index DE000SLA2D40 175.70
Nations TailDex DE000SLA2TD3 10.3932
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 101.76
Solactive Leveraged Long x 5 BTP Futures Index DE000SLA05E5 2666.04
Solactive U.S Dynamic Allocation TR Index DE000SLA0XR9 332.3570
Solactive Leveraged Short x 3 OAT Futures Index DE000SLA05M8 483.31
Solactive GLD JPY Gold Index DE000SLA2LM1 1224.77
Gold Futures short Index DE000SLA0GQ6 960.3122
Solactive Europe Low Volatility Target Beta Index DE000SLA2LU4 749.79
x5 Daily Long EUR and Short USD Index DE000SLA08C3 341.16
Arabesque Systematic Index USD DE000SLA1YZ8 394.303
X10 Daily Long CNH and Short EUR Index DE000SLA0831 141.32
Arabesque Systematic Index EUR DE000SLA1V31 453.656
European Dividend Futures 2021 (USD) Index DE000SLA2PM2 117.65
Natural Gas Futures x2 Leveraged Index DE000SLA28V1 774.41
x5 Daily Long CNH and Short SEK Index DE000SLA1KN3 665.38
x7 Daily Long CNH and Short EUR Index DE000SLA0815 337.07
Solactive Leveraged Long x 3 OAT Futures Index DE000SLA05L0 1700.89
Solactive Light Sweet Crude Oil Winter MD Rolling Futures Index ER DE000SLA2837 8041.84
Silver Futures Long Index DE000SLA28T5 1050.27
Gold x7 Leveraged Index DE000SLA2D32 229.45
MVIS US Dynamic Put Write (TR Net) DE000SLA0HA8 3535.8052
Solactive GLD Long USD Index DE000SLA2K90 1467.31
x5 Daily Long USD and Short SEK Index DE000SLA06F0 2645.82
Solactive Canadian Equity Risk Aligned 10% DE000SLA0PZ8 118.7963
Modulor Low Risk -hedged- Index DE000SLA1MQ2 139.6478
Solactive Leveraged Short x 3 BTP Futures Index DE000SLA05D7 413.02
European Dividend Futures 2020 (USD) Index DE000SLA2PL4 121.86
Solactive Eurozone Exporters Efficient Index DE000SLA1WU3 1151.96
Silver Futures Long Index – EUR Hedged DE000SLA28U3 1044.08
Gold Futures x3 short Leveraged Index DE000SLA0GH5 716.9060
CMG Long Short Index DE000SLA1NS6 2524.89
CrowdInvest Wisdom Index DE000SLA0RV3 1305.77