Date | Fund AUM | NAV | ISIN Code |
21/03/02 | 103 440 839€ | 282.180€ | LU1446552496 |
Date | Fund AUM | NAV | Reference index level | Currency | ISIN Code | TER |
21/03/02 | 103 440 839€ | 282.180€ | 299.58 | EUR | LU1446552496 | 0.55% |
- Objective
- Characteristics
- Exposure
- Performance
- Components
The investment objective of OSSIAM GLOBAL MULTI-ASSET RISK-CONTROL is to replicate, before the Fund’s fees and expenses, the performance of the Global Multi-Asset Risk-Control Index closing level. The Global Multi-Asset Risk-Control Index is a total return index (net dividends reinvested) expressed in EUR, sponsored by Commerzbank AG and calculated and published by Solactive AG.
Legal form |
Ossiam Lux SICAV |
Domicile |
Luxembourg |
Fund type |
UCITS |
Inception date |
28/12/2016 |
TER |
0.65% |
Fund currency |
EUR |
Share class currency |
EUR |
Currency hedging |
N/A |
Dividends |
reinvested |
Minimum investment (on exchange) |
1 share |
Replication method |
synthetic |
Management company |
Ossiam |
Depositary |
State Street Bank International GmbH, Luxembourg Branch |
Administrative agent |
State Street Bank International GmbH, Luxembourg Branch |
Auditor |
Deloitte Audit S.à r.l |
ISIN code |
LU1446552496 |
Bloomberg code |
OSXM GY |
Reuters code |
OSXM.DE |
Name of the reference index | ISIN Code |
Global Multi-Asset Risk Control Index |
Name of the reference index | ISIN Code | Reuters RIC | Bloomberg Ticker | Methodology |
Global Multi-Asset Risk Control Index | CBKIGMRC Index |
The Global Multi-Asset Risk-Control Index reflects a long exposure on a combination of a “Risky Assets Portfolio” and a “Cash Portfolio”. The Risky Assets Portfolio is constituted by ETFs tracking a variety of asset classes: western equities, western treasury bonds, emerging markets (equities and bonds), corporate bonds, commodities, and real estate (together, the “Underlying ETFs”). The Underlying ETFs constituents of the Risky Assets Portfolio are weighted according to a mean-variance optimization process performed by the Calculation Agent. The “Cash Portfolio” is constituted of money market ETFs (together, the “Underlying Cash ETFs”). The allocation between the Risky Assets Portfolio and the Cash Portfolio is calculated by the Calculation Agent with the objective of controlling the 6-month historical drawdown of the Global Multi-Asset Risk-Control Index.
For a detailed description of the Index, see section “Description of the Index” in the relevant Fund Appendix of the Prospectus.
Source: Commerzbank - Calculation by Ossiam
Source: Commerzbank - Calculation by Ossiam
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Important information |
Ossiam Lux (the SICAV) is organized as an investment company with variable capital under the laws of the Grand-Duchy of Luxembourg and was approved by the Luxembourg market authority CSSF on 22/04/2011 under the Visa 2011/74085-7020-0-PC. Effective as of 20 May 2016, the SICAV has appointed Ossiam as its management company, responsible for the investment management, administration and distribution of the SICAV. The management company has appointed State Street Luxembourg as Administrative Agent, Paying Agent, Domiciliary and Corporate Agent, Registrar and Transfer Agent of the SICAV. Ossiam, a subsidiary of Natixis Investment Managers, is a French asset manager authorized by the Autorité des Marchés Financiers (Agreement No. GP-10000016). Although information contained herein is from sources believed to be reliable, Ossiam makes no representation or warranty regarding the accuracy of any information of which it is not the source. The information presented in this page is based on market data at a given moment and may change from time to time. The risks associated with the Fund and the Index are detailed in the « General Risk Considerations » section of the Prospectus, available in English on www.ossiam.com. Investments decision should only be made on the basis of the Prospectus. Investors should also be well informed about the main characteristics of the Index (number of stocks, sector and or country breakdown, past evolution…) in order to have an overview of the risks and opportunities related to an exposure to the Index. Some degree of performance difference between OSSIAM ETF product and the underlying index is to be expected as a result of index replication costs and tracking error. The sub-fund shown on this page is not registered or authorized in all jurisdictions and may not be available to all investors in a jurisdiction. Accordingly, if investors have any questions about the registration or authorization of the sub-fund referenced on this page, they should contact the Management Company or Investment Manager for further information. Any investment in or distribution of the sub-fund referenced herein would only be possible if it was in compliance with all applicable laws and regulations, including, but not limited to obtaining any required registrations.
Neither Commerzbank Aktiengesellschaft nor any of its affiliates (together "Commerzbank") is the issuer or producer of Ossiam Global Multi-Asset Risk-Control ETF (the "ETF") and Commerzbank has no responsibilities, obligations or duties to investors in the ETF. The Global Multi Asset Risk Control Index (the "Index") is licensed for use by OSSIAM (the "Issuer") as the issuer of the ETF. Commerzbank's only relationship with the Issuer in respect of the ETF is the licensing of the Index, which is determined, composed and calculated by Commerzbank, or any successor thereto, without regard to the Issuer or the ETF or the owners of the ETF.
Additionally, the Issuer may for itself execute transaction(s) with Commerzbank in or relating to the Index in connection with the ETF or otherwise; however investors acquire the ETF from the Issuer and investors neither acquire any interest in the Index nor enter into any relationship of any kind whatsoever with Commerzbank upon making an investment in the ETF.
The ETF is not sponsored, endorsed, sold or promoted by Commerzbank or any third party involved in any way with the compilation, calculation or creation of the Index. Commerzbank does not make any representation or warranty, express or implied regarding the advisability of investing in the ETF or the advisability of investing in securities generally or the ability of the Index to track corresponding or relative market performance. Commerzbank has not conducted any review of, or in any way considered, the legality or suitability of the ETF with respect to any person or entity. Commerzbank is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the ETF to be issued. Commerzbank has no obligation to take the needs of the Issuer or the owners of the ETF or any other third party into consideration in determining, composing or calculating the Index. Commerzbank has no obligation or liability in connection with the administration, marketing or trading of the ETF.
The licensing arrangements between Ossiam and Commerzbank are solely for the benefit of Ossiam and Commerzbank and not for the benefit of the owners of the ETF, or any investors or other third parties.
Source: Ossiam / Bloomberg - Calculation by Ossiam. Past performance is not a reliable indicator of future performance. Please note that if the performance of a strategy is calculated in a currency different from the currency of your area, any losses or gains generated by the strategy may be affected by exchange rate fluctuations (both upward and downward).
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Important information |
Ossiam Lux (the SICAV) is organized as an investment company with variable capital under the laws of the Grand-Duchy of Luxembourg and was approved by the Luxembourg market authority CSSF on 22/04/2011 under the Visa 2011/74085-7020-0-PC. Effective as of 20 May 2016, the SICAV has appointed Ossiam as its management company, responsible for the investment management, administration and distribution of the SICAV. The management company has appointed State Street Luxembourg as Administrative Agent, Paying Agent, Domiciliary and Corporate Agent, Registrar and Transfer Agent of the SICAV. Ossiam, a subsidiary of Natixis Investment Managers, is a French asset manager authorized by the Autorité des Marchés Financiers (Agreement No. GP-10000016). Although information contained herein is from sources believed to be reliable, Ossiam makes no representation or warranty regarding the accuracy of any information of which it is not the source. The information presented in this page is based on market data at a given moment and may change from time to time. The risks associated with the Fund and the Index are detailed in the « General Risk Considerations » section of the Prospectus, available in English on www.ossiam.com. Investments decision should only be made on the basis of the Prospectus. Investors should also be well informed about the main characteristics of the Index (number of stocks, sector and or country breakdown, past evolution…) in order to have an overview of the risks and opportunities related to an exposure to the Index. Some degree of performance difference between OSSIAM ETF product and the underlying index is to be expected as a result of index replication costs and tracking error. The sub-fund shown on this page is not registered or authorized in all jurisdictions and may not be available to all investors in a jurisdiction. Accordingly, if investors have any questions about the registration or authorization of the sub-fund referenced on this page, they should contact the Management Company or Investment Manager for further information. Any investment in or distribution of the sub-fund referenced herein would only be possible if it was in compliance with all applicable laws and regulations, including, but not limited to obtaining any required registrations.
Neither Commerzbank Aktiengesellschaft nor any of its affiliates (together "Commerzbank") is the issuer or producer of Ossiam Global Multi-Asset Risk-Control ETF (the "ETF") and Commerzbank has no responsibilities, obligations or duties to investors in the ETF. The Global Multi Asset Risk Control Index (the "Index") is licensed for use by OSSIAM (the "Issuer") as the issuer of the ETF. Commerzbank's only relationship with the Issuer in respect of the ETF is the licensing of the Index, which is determined, composed and calculated by Commerzbank, or any successor thereto, without regard to the Issuer or the ETF or the owners of the ETF.
Additionally, the Issuer may for itself execute transaction(s) with Commerzbank in or relating to the Index in connection with the ETF or otherwise; however investors acquire the ETF from the Issuer and investors neither acquire any interest in the Index nor enter into any relationship of any kind whatsoever with Commerzbank upon making an investment in the ETF.
The ETF is not sponsored, endorsed, sold or promoted by Commerzbank or any third party involved in any way with the compilation, calculation or creation of the Index. Commerzbank does not make any representation or warranty, express or implied regarding the advisability of investing in the ETF or the advisability of investing in securities generally or the ability of the Index to track corresponding or relative market performance. Commerzbank has not conducted any review of, or in any way considered, the legality or suitability of the ETF with respect to any person or entity. Commerzbank is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the ETF to be issued. Commerzbank has no obligation to take the needs of the Issuer or the owners of the ETF or any other third party into consideration in determining, composing or calculating the Index. Commerzbank has no obligation or liability in connection with the administration, marketing or trading of the ETF.
The licensing arrangements between Ossiam and Commerzbank are solely for the benefit of Ossiam and Commerzbank and not for the benefit of the owners of the ETF, or any investors or other third parties.
For the sake of transparency, Ossiam publishes the full composition of the reference index (with a delay of 2 working days due to index provider constraints). The table below shows the 10 largest stocks in the index. To download the full composition of the index, click on the link "download the index composition (Excel)"
Name | ISIN Code | Weights | Close price | Currency |
iShares Core EUR Govt Bond UCI | IE00B4WXJJ64 | 18.98% | 132.92 | EUR |
iShares MSCI EM UCITS ETF USD | IE00B0M63177 | 15.26% | 52.88 | USD |
iShares USD High Yield Corp Bo | IE00B4PY7Y77 | 15.05% | 103.56 | USD |
ComStage ETF Commerzbank Commo | LU0419741177 | 9.99% | 101.43 | EUR |
iShares Core EUR Corp Bond UCI | IE00B3F81R35 | 9.96% | 134.78 | EUR |
SPDR Bloomberg Barclays U.S. T | IE00B44CND37 | 9.47% | 112.17 | USD |
iShares US Property Yield UCIT | IE00B1FZSF77 | 8.39% | 27.84 | USD |
iShares Core S&P 500 UCITS ETF | IE00B5BMR087 | 7.86% | 394.55 | USD |
iShares Core FTSE 100 UCITS ET | IE0005042456 | 5.56% | 6.48 | GBP |
EUDOL1F | EUDOL1F | -0.48% | -0.01 | EUR |
Source: Commerzbank - Data shown relates to the 10 largest stocks in the index. To access the complete composition of the index, click on the link below.
The fund uses synthetic replication to track the performance of the Index. Therefore, the Fund holds a basket of stocks called a "substitute basket" and an index swap. The substitute basket is a selection of stocks that are included in the index composition or that can be different from the latter one. The index swap is a contract between the ETF and one or more counterparties according to which the ETF pays to the counterparty(ies) the performance of the substitute basket and receives from the counterparty(ies) the performance of the index. For the sake of transparency, Ossiam publishes the full composition of the ETF assets (with a delay of 2 working days due to index provider constraints). The table below shows the 10 largest lines of the ETF assets. To download the full composition of the ETF assets, click on the link "download the fund assets (Excel)".
Name | ISIN Code | Weights |
BAYER AG-REG | DE000BAY0017 | 8.56% |
DEUTSCHE TELEKOM AG-REG | DE0005557508 | 6.14% |
MUENCHENER RUECKVER AG-REG | DE0008430026 | 6.05% |
Prosus NV | NL0013654783 | 5.69% |
Airbus SE | NL0000235190 | 4.94% |
DEUTSCHE BANK AG-REGISTERED | DE0005140008 | 4.85% |
COMMERZBANK AG | DE000CBK1001 | 4.80% |
Adyen NV | NL0012969182 | 4.77% |
BASF SE | DE000BASF111 | 4.67% |
ALLIANZ SE-REG | DE0008404005 | 4.65% |
Name | ISIN Code | Weights |
BAYER AG-REG | DE000BAY0017 | 8.56% |
DEUTSCHE TELEKOM AG-REG | DE0005557508 | 6.14% |
MUENCHENER RUECKVER AG-REG | DE0008430026 | 6.05% |
Prosus NV | NL0013654783 | 5.69% |
Airbus SE | NL0000235190 | 4.94% |
DEUTSCHE BANK AG-REGISTERED | DE0005140008 | 4.85% |
COMMERZBANK AG | DE000CBK1001 | 4.80% |
Adyen NV | NL0012969182 | 4.77% |
BASF SE | DE000BASF111 | 4.67% |
ALLIANZ SE-REG | DE0008404005 | 4.65% |
Source: Commerzbank - Data shown above is a top 10 of the fund assets. To access the complete fund assets, please click on the link below.
For Authorized Participants.
Equity Participation Rate (%) |
Not Applicable |