Equities

AMS Index on SPY US ETF

AMSSPY

The Adaptive Market Strategy (AMS) indices are designed to take the “temperature” of global markets and rebalance their exposure between their respective target asset (here SPY US ETF) and cash. AMS can generate long or short exposures or stay in cash. AMS uses a dynamic leverage approach based on market conditions. AMS’ objective is to outperform its target asset whilst limiting its volatility.
Graph and statistics
  • 1Y
  • 3Y
  • 5Y
  • All
Date
2025-04-25
Last Value
1341.2
Annualised Return
27.93%
Annualised Volatility
15.09%
1 Day Return
0.01%
MTD Return
3.70%
QTD Return
3.70%
YTD Return
8.08%
Since Inception
8 080.16%
Documents
Index Specifications
Compass Code

AMSSPY

Asset Class

Equities

Bloomberg Ticker

AMSSPY Index

Sub Asset Class

US Equities

Refinitiv RIC

.AMSSPY

Strategy

Active

ISIN

FR001400OD11

Calculation Frequency

Daily

Currency

USD

Inception Date

2007-06-12

Lausanne

Chemin de Mornex 6

1003 Lausanne, Switzerland

Paris

8, Rue Henner

75009 Paris, France

New York

437 Madison Avenue

New York, NY 10022, USA

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