NXS Protected Optimum World Beta Market Neutral USD Index
Performance & Volatility
| Intraday | 1m | 3m | ytd | 1y | 3y | 5y | |
|---|---|---|---|---|---|---|---|
| Accumulated performance | 0.45% | -0.05% | 0.45% | 3.93% | 3.02% | 10.43% | 21.45% |
| Volatility | n/a | 5.42% | 4.76% | 6.60% | 6.41% | 5.57% | 5.28% |
| Accumulated performance | Volatility | |
|---|---|---|
| Intraday | 0.45% | n/a |
| 1m | -0.05% | 5.42% |
| 3m | 0.45% | 4.76% |
| ytd | 3.93% | 6.60% |
| 1y | 3.02% | 6.41% |
| 3y | 10.43% | 5.57% |
| 5y | 21.45% | 5.28% |
Last valuation date : 01/01/0001
Risk / Return from :
| Annualized return | Volatility | Information ratio | Max |
|---|---|---|---|
| 2.58% | 5.21% | 0.50 | -8.18% |
| Annualized return | 2.58% |
| 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
