NXS Dynamic Multi Factor U.S. Equity Index – Permanent suspension of the calculation and publication of the Index

Performance & Volatility

	Intraday	1m	3m	ytd	1y	3y	5y
Accumulated performance	-0.42%	2.97%	6.80%	n/a	6.61%	31.56%	31.18%
Volatility	n/a	9.90%	9.23%	10.69%	12.93%	12.85%	13.83%

	Accumulated performance	Volatility
Intraday	-0.42%	n/a
1m	2.97%	9.90%
3m	6.80%	9.23%
ytd	n/a	10.69%
1y	6.61%	12.93%
3y	31.56%	12.85%
5y	31.18%	13.83%

Last valuation date: 22/04/2019

Risk / Return from: 01/01/1999

Annualized return	Volatility	Information ratio	Max
9.48%	17.42%	0.54	-45.54%

Annualized return	9.48%
Volatility	17.42%
Information ratio	0.54
Max Drawdown	-45.54%

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.

Downloads

Permanent suspension of the calculation and publication of the Index

Main Characteristics

Index level

1,189.83

Category

Risk Premia

Asset Class

Equity

Geographical Area

America

Currency

USD

Bloomberg Ticker

NXSRDMFU

Weighting Method

Return

Total Return

Inception

19/02/2015

Sponsor

Calculation Agent

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