Performance & Volatility
Last valuation date : 24-04-2019
Risk / Return from 18-06-2010
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 Global Dividend Futures Access 2021 EUR Index tracks a position in the “Nearby” futures contracts on the Eurostoxx 50® and Nikkei 225 dividends®.
A long position in the “Nearby” futures (with the nearest expiry) is established on Eurostoxx 50 dividends (with a weight of 80%) and Nikkei 225 dividends (with a weight of 20%). During 80 days around the expiry dates of each futures, the performance is crystallised and the position is rolled (daily purchase of the new “Nearby” futures).
The NXS Global Dividend Futures Access 2021 EUR Index provides access to a global basket of dividend futures. This index is exposed to the dividend futures risk premia.