NXS Risk Parity Fund Allocator Index

Performance & Volatility

	Intraday	1m	3m	ytd	1y	3y	5y
Accumulated performance	0.06%	0.43%	2.25%	8.31%	3.39%	13.32%	20.99%
Volatility	n/a	1.90%	2.50%	2.23%	2.79%	2.70%	3.06%

	Accumulated performance	Volatility
Intraday	0.06%	n/a
1m	0.43%	1.90%
3m	2.25%	2.50%
ytd	8.31%	2.23%
1y	3.39%	2.79%
3y	13.32%	2.70%
5y	20.99%	3.06%

Last valuation date : 19-07-2019

Risk / Return from 14-03-2013

Annualized return	Volatility	Information ratio	Max Drawdown
5.70%	3.06%	1.86	-7.41%

Annualized return	5.70%
Volatility	3.06%
Information ratio	1.86
Max Drawdown	-7.41%

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

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1,422.56

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