NXS US Equity Futures Index

Performance & Volatility

Accumulated performance Volatility
Intraday 0.42% n/a
1m 2.22% 8.35%
3m 2.85% 12.06%
ytd 19.24% 12.50%
1y 5.80% 15.56%
3y 38.54% 12.42%
5y 56.90% 13.52%

Last valuation date : 18-07-2019

Risk / Return from 04-01-1999

Annualized return 3.92%
Volatility 19.06%
Information ratio 0.21
Max Drawdown -62.83%

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.


Main Characteristics

Index level

1,105.07

Category

Asset Class

Geographical Area

Currency

USD

Bloomberg Ticker

NXSRUSEE

Weighting Method

Return

Inception

19990104

Sponsor

Calculation Agent

Natixis

Service #1

NXS Indices

Service #2

E-Maps

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