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..


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