NXS Protected Optimum World Beta Market Neutral USD Index
Performance & Volatility
| Intraday | 1m | 3m | ytd | 1y | 3y | 5y | |
|---|---|---|---|---|---|---|---|
| Accumulated performance | -0.24% | 1.36% | 4.01% | 1.17% | 8.69% | 14.55% | 27.54% |
| Volatility | n/a | 3.18% | 5.23% | 3.25% | 6.21% | 5.61% | 5.28% |
| Accumulated performance | Volatility | |
|---|---|---|
| Intraday | -0.24% | n/a |
| 1m | 1.36% | 3.18% |
| 3m | 4.01% | 5.23% |
| ytd | 1.17% | 3.25% |
| 1y | 8.69% | 6.21% |
| 3y | 14.55% | 5.61% |
| 5y | 27.54% | 5.28% |
Last valuation date : 01/01/0001
Risk / Return from :
| Annualized return | Volatility | Information ratio | Max |
|---|---|---|---|
| 3.31% | 5.19% | 0.64 | -8.18% |
| Annualized return | 3.31% |
| Volatility | 5.19% |
| Information ratio | 0.64 |
| 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
