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    NXS Momentum Cross-Asset Index

    Performance & Volatility

    Intraday 1m 3m ytd 1y 3y 5y
    Accumulated performance -0.02% 2.54% 5.71% 3.68% -2.18% 4.47% 21.60%
    Volatility n/a 4.77% 4.34% 5.00% 10.82% 7.58% 6.70%
    Accumulated performance Volatility
    Intraday -0.02% n/a
    1m 2.54% 4.77%
    3m 5.71% 4.34%
    ytd 3.68% 5.00%
    1y -2.18% 10.82%
    3y 4.47% 7.58%
    5y 21.60% 6.70%

    Last valuation date : 24-02-2021

    Risk / Return from05-01-2004

    Annualized return Volatility Information ratio Max Drawdown
    5.19% 5.61% 0.93 -18.83%
    Annualized return 5.19%
    Volatility 5.61%
    Information ratio 0.93
    Max Drawdown -18.83%
    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

    1,127.78

    Category

    Smart Beta

    Asset Class

    Futures

    Geographical Area

    Monde

    Currency

    USD

    Bloomberg Ticker

    NXSHMOXA

    Weighting Method

    Return

    Excess Return

    Inception

    20161215

    Sponsor

    Natixis

    Calculation Agent

    Natixis

    Service #1

    NXS Indices

    Access
    Service #2

    E-Maps

    Access

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