NXS Protected Optimum World Beta Market Neutral USD Index
Performance & Volatility
| Intraday | 1m | 3m | ytd | 1y | 3y | 5y | |
|---|---|---|---|---|---|---|---|
| Accumulated performance | -0.10% | -1.30% | 1.27% | 3.87% | 1.95% | 9.13% | 20.21% |
| Volatility | n/a | 3.29% | 3.98% | 6.76% | 6.41% | 5.56% | 5.26% |
| Accumulated performance | Volatility | |
|---|---|---|
| Intraday | -0.10% | n/a |
| 1m | -1.30% | 3.29% |
| 3m | 1.27% | 3.98% |
| ytd | 3.87% | 6.76% |
| 1y | 1.95% | 6.41% |
| 3y | 9.13% | 5.56% |
| 5y | 20.21% | 5.26% |
Last valuation date : 01/01/0001
Risk / Return from :
| Annualized return | Volatility | Information ratio | Max |
|---|---|---|---|
| 2.62% | 5.21% | 0.50 | -8.18% |
| Annualized return | 2.62% |
| Volatility | 5.21% |
| Information ratio | 0.50 |
| Max Drawdown | -8.18% |
Main Characteristics
Index level
0.00
Category
Asset Class
Geographical Area
World
Currency
USD
Bloomberg Ticker
NXSHPWLS
Weighting Method
Return
Inception
Sponsor
Calculation Agent
