NXS European Short-Term Dividend Futures Index – Permanent suspension of the calculation and publication of the Index
Performance & Volatility
| Intraday | 1m | 3m | ytd | 1y | 3y | 5y | |
|---|---|---|---|---|---|---|---|
| Accumulated performance | 0.23% | -0.04% | 1.86% | n/a | -31.51% | -31.39% | -28.95% |
| Volatility | n/a | 13.51% | 7.94% | 7.53% | 41.82% | 24.24% | 18.80% |
| Accumulated performance | Volatility | |
|---|---|---|
| Intraday | 0.23% | n/a |
| 1m | -0.04% | 13.51% |
| 3m | 1.86% | 7.94% |
| ytd | n/a | 7.53% |
| 1y | -31.51% | 41.82% |
| 3y | -31.39% | 24.24% |
| 5y | -28.95% | 18.80% |
Last valuation date : 19/01/2021
Risk / Return from : 30/06/2008
| Annualized return | Volatility | Information ratio | Max |
|---|---|---|---|
| 0.72% | 12.29% | 0.06 | -58.65% |
| Annualized return | 0.72% |
| Volatility | 12.29% |
| Information ratio | 0.06 |
| Max Drawdown | -58.65% |
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
687.43
Category
Dividends
Asset Class
Futures
Geographical Area
Europe
Currency
EUR
Bloomberg Ticker
NXSHFUDA
Weighting Method
Return
Excess Return
Inception
13/04/2017
Sponsor
Calculation Agent
The NXS European Short-Term Dividend Futures is exposed to the “Nearby” future contracts on the Eurostoxx 50 dividends.
A long-position rolling strategy on the “Nearby future” (with the nearest expiry). Around the expiry date, the performance is crystallised and the position is rolled (purchase of the new “Nearby” future).
The NXS European Short-Term Dividend Futures provides the access to a liquid market. This index is a way to achieve exposure to dividend futures risk premia.
