Performance & Volatility
Last valuation date :
Risk / Return from
The NXS European Dividend Futures Premia Index is exposed to a market-neutral position in the 1st and 2nd future contracts on the Eurostoxx 50 dividends.
A long-position rolling strategy on the “Nearby” and 2nd future is established. The market beta between the dividend futures exposure and Eurostoxx 50 is neutralised using Eurostoxx 50 futures.
The NXS European Dividend Futures Premia Index Index provides the access to a liquid market in a market-neutral version. This index is a way to achieve exposure to dividend futures risk premia.