Performance & Volatility
Last valuation date : 21-06-2019
Risk / Return from 02-11-2009
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.
In all OECD countries, short-term interest rates are practically equal to zero and have resulted in a sharp fall in long-term interest rates.
In this economic environment, Natixis designed the NXS Momentum Fund Stars ER index.
It aims to capture momentum across a diversified portfolio of funds invested in diverse asset classes.
The NXS Momentum Fund Stars ER Index is a dynamic strategy index invested in a basket of global multi asset funds.
It is based on a daily risk adjustment of the portfolio of the five Funds where the weightings of each Fund are defined on a bi-monthly basis.
Additionally, the index looks to provide an additional layer of protection by increasing and decreasing its allocation to the selected managers in order to maintain the volatility of the Index at below 3.50%.
The portfolio of five funds:
– Old Mutual – Equity Absolute Return Fund,
– JPMorgan Global Income Fund,
– M&G Optimal Income Fund,
– Nordea 1 – European High Yield Bond Fund,
– PIMCO Emerging Markets Bond Fund.
The NXS Momentum Fund Stars Index is invested according to a relatively simple policy. It overweight funds that have performed well and stood out since their launch.
It utilises trend-following strategies, which have the potential to provide diversification.
The index also offers allocation amongst diversified funds covering different regions, asset classes and instruments.