Performance & Volatility
Last valuation date : 17-07-2019
Risk / Return from 30-06-2008
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.
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.