Ente responsabile del calcolo dell' indice:Solactive
Descrizione del gruppo dell' indice
The SMIDAI2 Index is a USD denominated index that uses a rule-based, quantitative, long only asset allocation strategy index. The Index uses modern portfolio theory principles and the related concept of efficient frontier to maximize returns for a given level of risk, in this case a target volatility gap of 5%-7.5%. The Index is momentum based, it dynamically allocates across a diversified basket of 27 assets composed of 26 ETFs and a Cash index. Each Asset is part of a sub-basket, of which there are seven in the index. The sub-Baskets are classified as High Tech, Healthcare, Developed Markets, Bonds, Emerging markets, Commodity and Cash. The weight of each Asset is subject to an Asset Cap and the weight of each sub-Basket is subject to a sub-Basket Cap.
SMIDAI2 -Solactive Momentum Intelligent Diversified Allocation Index