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NXS Risk Parity Fund Allocator Index

Performance & Volatility

Intraday 1m 3m ytd 1y 3y 5y
Accumulated performance 0.01% 1.28% 3.32% 0.98% -1.36% 1.98% 18.70%
Volatility n/a n/a 3.19% 2.19% 4.31% 3.36% 3.13%
Accumulated performance Volatility
Intraday 0.01% n/a
1m 1.28% n/a
3m 3.32% 3.19%
ytd 0.98% 2.19%
1y -1.36% 4.31%
3y 1.98% 3.36%
5y 18.70% 3.13%

Last valuation date : 25-01-2021

Risk / Return from14-03-2013

Annualized return Volatility Information ratio Max Drawdown
4.74% 3.21% 1.48 -10.01%
Annualized return 4.74%
Volatility 3.21%
Information ratio 1.48
Max Drawdown -10.01%
Export

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

1,440.37

Category

Thématique

Asset Class

Fonds & ETFs

Geographical Area

Monde

Currency

EUR

Bloomberg Ticker

NXSRPFA

Weighting Method

–

Return

Excess Return

Inception

20180418

Sponsor

Natixis

Calculation Agent

Natixis

Service #1

NXS Indices

Access
Service #2

E-Maps

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