NXS Institutional Green Ethical Index

Performance & Volatility

Accumulated performance Volatility
Intraday -0.67% n/a
1m -1.14% 9.05%
3m 2.24% 8.65%
ytd n/a 10.43%
1y 2.53% 8.86%
3y 18.43% 12.98%
5y 59.80% 12.38%

Last valuation date : 15-06-2018

Risk / Return from 19-03-2012

Annualized return 10.18%
Volatility 12.34%
Information ratio 0.83
Max Drawdown -13.49%

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.


Main Characteristics

Index level

1,055.31

Category

SRI / Climate

Asset Class

Equity

Geographical Area

Europe

Currency

SEK

Bloomberg Ticker

NXSHIGE

Weighting Method

Return

Price Return

Inception

26/03/2018

Sponsor

Calculation Agent

The NXS Institutional Green Ethical Index was launched on the 26th of March 2018 and follows a dynamic strategy. The index was designed by internal teams of Natixis with the support of two climate and low carbon experts, Sustainalytics and Grizzly. The objective is to provide access to companies that are actively engaged in reducing their greenhouse gas emissions and developing low-carbon solutions.
The Index is comprised of 50 European stocks, which are selected within the components of the STOXX® Europe 600 index and then filtered (Ethical, Carbon, Climate Scoring and Financial filters). The stocks are chosen for the dynamism of their strategy and performance related to climate, in a systematic risk framework. The index is compiled according to a systematic risk framework with the aim of minimizing variance in the portfolio of stocks comprising the index. To lower volatility and increase its suitability for structured products, specific weighting rules are applied to the selection of shares in order to guarantee an appropriate diversification: the maximum weighting per share should not pass 10%, each sector should be represented by max 8 shares, each geographical area should be represented with max. 40% per country.
Through its Climate filter, the index scored European stocks according to their carbon performance (at a given point in time, thus making the selection dynamic), their climate commitments and their ability to offer products and services compatible with a low-carbon economy. This specific filter allocates based on the reduction efforts of carbon emissions, captures companies committed in the development of low carbon solutions and avoids an exclusive focus on sectors with low carbon stakes.
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