NXS Protected Optimum World Beta Market Neutral USD Index
Performance & Volatility
| Intraday | 1m | 3m | ytd | 1y | 3y | 5y | |
|---|---|---|---|---|---|---|---|
| Accumulated performance | -0.06% | -0.21% | -1.23% | 3.28% | 3.17% | 2.96% | 16.15% |
| Volatility | n/a | 4.66% | 9.59% | 8.52% | 6.97% | 5.67% | 5.31% |
| Accumulated performance | Volatility | |
|---|---|---|
| Intraday | -0.06% | n/a |
| 1m | -0.21% | 4.66% |
| 3m | -1.23% | 9.59% |
| ytd | 3.28% | 8.52% |
| 1y | 3.17% | 6.97% |
| 3y | 2.96% | 5.67% |
| 5y | 16.15% | 5.31% |
Last valuation date : 01/01/0001
Risk / Return from :
| Annualized return | Volatility | Information ratio | Max |
|---|---|---|---|
| 2.68% | 5.30% | 0.51 | -8.18% |
| Annualized return | 2.68% |
| Volatility | 5.30% |
| Information ratio | 0.51 |
| 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
