iQ-FOXX Indices – Intelligent Forecast Optimised Indices


The iQ-FOXX Forecast Optimised Indices serve as basis for exchanged traded funds (ETFs), exchange traded notes (ETNs), delta one certificates, capital protected notes (CPNs), managed accounts and asset allocation models. The iQ-FOXX Indices provide coverage for the most liquid global markets among equity, government bond, commodity and currency asset classes. The iQ-FOXX Indices aim to achieve an attractive above-average return and to reduce draw-downs. The iQ-FOXX Index suite is based on an innovative forecasting technology with consistent index construction and maintenance methodology. This methodology applies forecasts based on meaningful leading indicators such as macroeconomic data across regions, fundamental data across asset classes and market specific technical data in order to optimise the weights of the index constituents.

As an independent provider of smart indices and transparent index concepts we have always been at the forefront of market developments, continuously expanding our portfolio of indices and serving the entire market.

Since 2010 the iQ-FOXX Index suite has been extended on ongoing bases and currently includes over 150 indices spanning across three index types, four asset classes and five continents. The iQ-FOXX Indices are designed to be compliant with a variety of investment vehicles such as ETFs, ETNs, CPNs and jurisdictions such as UCITS, Shariah and others. The iQ-FOXX Indices are published daily on Bloomberg Professional Service (FOXX), www.privemanagers.com, www.stoxx.com, www.dax-indices.com, www.vwd.com, www.assetstandard.de, www.iq-foxx.com and others.

  • iQ-FOXX Indices empower investors with better tools for the management of multi-asset mandates and medium to long-term investments. Although passive management can be used to replicate all iQ-FOXX Indices, it is important to understand that iQ-FOXX Indices represent smart active strategies.
  • iQ-FOXX Indices value addition is coming from the dynamic beta exposure to the underlying market based on systematic forecast driven tilts towards different factor risk premiums such as market sentiment, business cycle, market risk, leverage and others.
  • iQ-FOXX Indices are fundamentally different from the capitalization-weighted market portfolio because they require periodic re-balancing in order to maintain their absolute return objectives.
  • iQ-FOXX Multi Asset Class Indices can also be used as an analytical tool for strategic and tactical asset allocation. The strategic asset allocation is then the choice of equities, bonds, commodities, currencies and other assets that investors want to hold in the long-run.
  • iQ-FOXX Indices can be used as benchmarks for actively managed strategies. These benchmarks allow for adjusting the market exposure according to the current business cycle within which risk premiums are time-varying.
  • The objective of iQ-FOXX Indices is to modify the strategic asset allocation in the short run to take into account the business cycle, market sentiment and economic news. In this context, the market exposure of the iQ-FOXX Indices is closer to a tactical asset allocation than to a strategic asset allocation.

You can find a list of iQ-FOXX Indices here.



Go To Fact Sheets

iQ-FOXX Index Suite

Untitled Document
INDEX SUITE SMART BETA ENHANCED BETA ALPHA
EQUITY
LONG/CASH
EUROPE | NORTH & LATIN AMERICA | ASIA PACIFIC | AFRICA
LONG/LEVERAGE/CASH
EUROPE | US | ASIA PACIFIC
LONG/LEVERAGE/CASH/SHORT
EUROPE | US | ASIA PACIFIC
BOND
LONG/CASH
EUROPE | US | ASIA PACIFIC
LONG/LEVERAGE/CASH
EUROPE | US | ASIA PACIFIC
LONG/LEVERAGE/CASH/SHORT
EUROPE | US | ASIA PACIFIC
FX    
LONG/SHORT
USD | EUR | GBP | JPY | CHF | AUD | CAD | NOK | SEK | NZD
COMMODITY
LONG/CASH
OIL | HEATING OIL | GOLD | ALUMINIUM | CORN | WHEAT
   
MULTI ASSET
LONG/CASH
BOND | EQUITY | FX | COMMODITY
 
LONG/LEVERAGE/CASH/SHORT
BOND | EQUITY | FX | COMMODITY

Copyright iQ-FOXX Indices Ltd.
iQ-FOXX Indices are exclusive property of iQ-FOXX Indices Ltd. (iQ-FOXX) and may not be reproduced or redisseminated in any form without prior written permission from iQ-FOXX. This information is provided on an "as is" basis, and the user of this information assumes the entire risk of any use made of this information. Neither iQ-FOXX nor any other party makes any express or implied warranties or representations with respect to this information (or the results to be obtained by the use thereof), and iQ-FOXX hereby expressly disclaims all warranties of originality, accuracy, completeness, merchantability or fitness for a particular purpose with respect to any of this information. Without limiting any of the foregoing, in no event shall iQ-FOXX or any other party have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages. iQ-FOXX is not providing investment advice through the publication of the iQ-FOXX indices or in connection therewith. Financial instruments based on the iQ-FOXX indices are in no way sponsored, endorsed, sold or promoted by iQ-FOXX Indices Ltd.. iQ-FOXX is registered mark of iQ-FOXX Indices Ltd..


  • »George Bernard Shaw "When a thing is funny, search it carefully for a hidden truth."
  • »Benjamin Disraeli "There are three kinds of lies: lies, damned lies, and statistics."
  • »Theodor Seuss Geisel "Don't cry because it's over. Smile because it happened."
  • »Saint Augustine "Patience is the companion of wisdom."
  • »Andre Gide "It is better to be hated for what you are than to be loved for what you are not."
  • »John Dewey "We can have facts without thinking but we cannot have thinking without facts."
  • »Eugene O'Neill "Man's loneliness is but his fear of life."
  • »Samuel Johnson "Do not accustom yourself to use big words for little matters."
  • »Dobie Smith "Noble deeds and hot baths are the best cure for depression."
  • »Baltasar Gracian "Exaggeration is a department of lying."
  • »Moliere "One should eat to live, not live to eat."
  • »Edith Wharton "True originality consists not in a new manner but in a new vision."
  • »Queen Victoria "We are not interested in the possibilities of defeat."
  • »Julius Caesar "People readily believe what they want to believe."
  • »Havelock Ellis "Imagination is a poor substitute for experience."
  • »Benjamin Franklin "The eye of a master will do more work than both his hands."
  • »Billie Jean King "Champions keep playing until they get it right."
  • »Sir Winston Churchill "Everyone has his day and some days last longer than others."
  • »George Herbert "Life is half spent before we know what it is."
  • »Franklin P. Jones "The trouble with being punctual is that nobody's there to appreciate it."
  • »Mark Twain "Few things are harder to put up with than the annoyance of a good example."
  • »Amy Tan "If you can't change your destiny, change your attitude."
  • »Nikita Khrushchev "If you live among wolves you have to act like a wolf."
  • »Albert Einstein "I never think of the future. It comes soon enough."
  • »Joe E. Lewis "You only live once - but if you work it right, once is enough."
  • »Arthur Koestler "The more original a discovery, the more obvious it seems afterwards."
  • »Thomas Jefferson "I'm a great believer in luck, and I find the harder I work the more I have of it."
  • »Heywood Broun "Posterity is as likely to be wrong as anyone else."
  • »Winston Churchill "A fanatic is one who can't change his mind and won't change the subject."
  • »Alexander Pope "Some praise at morning what they blame at night."
  • »Izaak Walton "No man can lose what he never had."
  • »Jean Piaget "Equilibrium is the profoundest tendency of all human activity."
  • »Woodrow Wilson "I not only use all the brains that I have, but all that I can borrow."
  • »Xenophon "Fast is fine, but accuracy is everything."
  • »Jimi Hendrix "Knowledge speaks, but wisdom listens."
  • »T.S. Eliot "A tradition without intelligence is not worth having."
  • »Charles Darrow "Every child ought to be more intelligent than his parents."
  • »Alfred Adler "It is easier to fight for one’s principles than to live up to them."
  • »Napoleon Bonaparte “There are two levers for moving men – interest and fear”
  • »Diane Von Furstenberg "Life is a risk."
  • »Lauren Bacall "Imagination is the highest kite one can fly."
  • »Charlie Chaplin "The saddest thing I can imagine is to get used to luxury."
  • »Joseph Joubert "The direction of the mind is more important than its progress."
  • »Thomas Jones "Friends may come and go, but enemies accumulate."
  • »Cardinal de Retz "A man who doesn't trust himself can never trust anyone else."
  • »Plato "Be kind, for everyone you meet is fighting a hard battle."
  • »Lord Beaverbrook „Business is more exciting than any game“
  • »Henry Wadsworth Longfello "It takes less time to do a thing right than it does to explain why you did it wrong."
  • »Mark Twain "You can't depend on your eyes when your imagination is out of focus."
  • »Anais Nin "We don't see things as they are, we see things as we are."
  • »Arthur C. Clarke "Any sufficiently advanced technology is indistinguishable from magic."
  • »Orisen Swett Marden "All men who have achieved great things have been great dreamers."
  • »Steve Wozniak "Never trust a computer you can't throw out the window."
  • »Henry Miller "One's destination is never a place but rather a new way of looking at things."
  • »Thomas H. Huxley "The great tragedy of Science - the slaying of a beautiful hypothesis by an ugly fact."
  • »Jean Houston "We all have the extraordinary coded within us, waiting to be released."
  • »Erica Jong "Advice is what we ask for when we already know the answer but wish we didn't."
  • »Kobi Yamada "Follow your dreams. They know the way."
  • »Dr. Samuel Johnson "Love is the wisdom of the fool and the folly of the wise."
  • »Madeleine L'Engle "The great thing about getting older is that you don't lose all the other ages you've been."
  • »Albert Schweitzer "Happiness is nothing more than good health and a bad memory."
  • »Mo Udall "If you can find something everyone agrees on, it's wrong."
  • »Constantine Peter Cavafy "You must pray that the way be long, full of adventures and experiences."
  • »William Shakespeare "You must take your chance."
  • »Aristotle "Pleasure in the job puts perfection in the work."
  • »Mary Kay Ash "If you think you can, you can. And if you think you can't, you're right."
  • »Elizabeth Barrett Brownin "Measure not the work until the day's out and the labor done."
  • »Alexander Pope “The most positive men are the most credulous”
  • »Robert Louis Stevenson "No man is useless while he has a friend."
  • »Chamfort "The most wasted day of all is that on which we have not laughed."
  • »Rose Kennedy "Life isn't a matter of milestones, but of moments."
  • »George Bernard Shaw "Lack of money is the root of all evil."
  • »John D. MacDonald „Friendships, like marriage, depend on avoiding the unforgiveable“
  • »Ralph Hodgson “Some things have to be believed to be seen”
  • »Sophocles "How dreadful it is when the right judge judges wrong."
  • »Richard Branson "Business opportunities are like buses; there’s always another one coming."
  • »Arthur Schopenhauer "Talent hits a target no one else can hit; Genius hits a target no one else can see."
  • »Adam Smith "All money is a matter of belief."
  • »Benjamin Franklin "Speak little, do much."
  • iQ-FOXX Indices
    aim to achieve attractive
    above-average return.
    Absolute Returns
  • iQ-FOXX Indices
    have low correlation with
    traditional asset classes.
    Low Correlation
  • iQ-FOXX Indices
    apply dynamic exposure
    across asset classes.
    Smart Beta
  • iQ-FOXX Indices
    use forecast signals based on economic,
    fundamental and technical factors.
    Forward Looking
  • iQ-FOXX Indices
    generate Alpha by
    managing Beta.
    Generation of Alpha
  • iQ-FOXX Indices
    are based on extensive
    research over decades.
    Know-How
  • iQ-FOXX Indices
    are designed to
    reduce draw-downs.
    Risk Overlay
  • iQ-FOXX Indices
    track the performance of transparent
    alternative beta and alpha strategies.
    Transparent
  • iQ-FOXX Indices
    can be replicated into your
    portfolio by just a mouse click.
    Investable
  • iQ-FOXX Indices
    offer diversification to
    stocks and bonds.
    Diversification
  • iQ-FOXX Indices
    focus on the most liquid
    markets worldwide.
    Liquidity
  • iQ-FOXX Indices
    are based on an innovative and
    proprietary forecast methodology.
    Innovative
  • iQ-FOXX Indices
    provide an independent view
    about future market direction.
    Independent