Performance & Volatility
Last valuation date : 17-04-2019
Risk / Return from 03-01-2002
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 Europe Selective 30 Index intends to track european equity markets and aims to generate returns during the whole investment period.
Risk return is managed through screening method and risk management mechanism.
Filtered among the members of the STOXX® Europe 600 Index, the constituents of the NXS Europe Selective 30 Index are selected with criteria of stability, liquidity and market capitalisation.
First, only the stocks with a sufficient market capitalization, liquidity and the lowest volatility are selected. Second, each stock’s weight is managed while allowing diversification to be maintained on sector and geographic levels.
In order to take into account market evolution, the index constituents and weightings are reviewed periodically.
This strategy emphasizes on the risk-adjusted return. It also seeks to avoid sector bias by adding a sector diversification constraint.