Contact us (+ 7 (921) 446-25-10)
×
Texting is available for authorized users.
Please register or log in at the website.
×
Your request for online training has been sent. Cbonds managers will be in touch with you shortly. Thank you!

Index group:Solactive Momentum Intelligent Diversified Allocation Index



Organization responsible for index calculation:Solactive

Index group description
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.

Indices included in the group
SMIDAI2 -Solactive Momentum Intelligent Diversified Allocation Index


minimizeexpand
Cbonds is a global fixed income data platform
  • Cbonds is a global data platform on bond market
  • Coverage: more than 170 countries and 250,000 domestic and international bonds
  • Various ways to get data: descriptive data and bond prices - website, xls add-in, mobile app
  • Analytical functionality: bond market screener, Watchlist, market maps and other tools
×