NXS Low Volatility Europe Equity Excess Return Index
Performance & Volatility
| Intraday | 1m | 3m | ytd | 1y | 3y | 5y | |
|---|---|---|---|---|---|---|---|
| Angesammelte Performance | 0.30% | 1.37% | 3.58% | n/a | -5.50% | -2.88% | 1.11% |
| Volatilität | n/a | n/a | 6.92% | 8.33% | 7.16% | 6.97% | 6.86% |
| Angesammelte Performance | Volatilität | |
|---|---|---|
| Intraday | 0.30% | n/a |
| 1m | 1.37% | n/a |
| 3m | 3.58% | 6.92% |
| ytd | n/a | 8.33% |
| 1y | -5.50% | 7.16% |
| 3y | -2.88% | 6.97% |
| 5y | 1.11% | 6.86% |
Last valuation date : 26/05/2021
Risk / Return vom : 01/08/2002
| Annualisierter Ertrag | Volatilität | Informationsverhältnis | Max Drawdown |
|---|---|---|---|
| 6.29% | 6.60% | 0.95 | -14.69% |
| Annualisierter Ertrag | 6.29% |
| Volatilität | 6.60% |
| Informationsverhältnis | 0.95 |
| Max Drawdown | -14.69% |
All information for an index prior to its Inception Date is back-tested, based on the methodology that was in effect on the Inception Date. Back-tested performance, which is hypothetical and not actual performance, is subject to inherent limitations because it reflects application of an Index methodology and selection of index constituents in hindsight. No theoretical approach can take into account all of the factors in the markets in general and the impact of decisions that might have been made during the actual operation of an index. Actual returns may differ from, and be lower than, back-tested returns.
The key elements of the index methodology are available upon demand.
Hauptmerkmale
Index level
976.63
Category
Risk Premia
Asset Class
Equity
Geographical Area
Europe
Währung
EUR
Bloomberg Ticker
NXSHLOVE
Gewichtungsmethode
Rückkehr
Excess Return
Einführung
20160913
Sponsor
Natixis
Calculation Agent
Natixis
NXS Indices