Performance & Volatility
Last valuation date : 19-07-2019
Risk / Return from 12-03-2013
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 Bond Fund Stars Index is an investable index designed by the Natixis Financial Engineering Team.
The index aims to capture momentum across a basket of diverse fixed income funds.
The funds were selected by Natixis based on specific criteria and constitute a range of strategies, geographic allocations and risk/return profiles.
The index follows a simple and dynamic strategy:
• The momentum approach aims to capitalise on continuing trends within the market.
• A Risk Control Mechanism limits negative performance by ensuring the volatility of the index remains at a specific level.
• The Index consists of a basket of 4 funds weighted according to a few simple rules. The 3 funds with the strongest recent returns have higher weights.
The components of the NXS Bond Fund Stars Index are:
• M&G Optimal Income Fund (Strategy: Global Fixed Income)
• Jupiter – Dynamic Bond Fund (Strategy: Global Fixed Income)
• Nordea 1 – European High Yield Bond Fund (Strategy: Fixed Income European High Yield)
• PIMCO Global Investors Income Fund (Strategy: Fixed Income Emerging Markets)
Volatility has returned to markets. This has prompted investors to search for bespoke solutions that aim to deliver a stable and positive return in various market environments. This is where Natixis comes in, having successfully designed the NXS Bond Fund Stars Index.