NXS Protected Optimum World Beta Market Neutral USD Index
Performance & Volatility
| Intraday | 1m | 3m | ytd | 1y | 3y | 5y | |
|---|---|---|---|---|---|---|---|
| Accumulated performance | 0.11% | 0.10% | 1.70% | 6.68% | 6.62% | 12.21% | 25.13% |
| Volatility | n/a | 4.79% | 5.13% | 6.48% | 6.41% | 5.61% | 5.30% |
| Accumulated performance | Volatility | |
|---|---|---|
| Intraday | 0.11% | n/a |
| 1m | 0.10% | 4.79% |
| 3m | 1.70% | 5.13% |
| ytd | 6.68% | 6.48% |
| 1y | 6.62% | 6.41% |
| 3y | 12.21% | 5.61% |
| 5y | 25.13% | 5.30% |
Last valuation date : 01/01/0001
Risk / Return from :
| Annualized return | Volatility | Information ratio | Max |
|---|---|---|---|
| 3.01% | 5.21% | 0.58 | -8.18% |
| Annualized return | 3.01% |
| Volatility | 5.21% |
| Information ratio | 0.58 |
| 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
