NXS Protected Optimum World Beta Market Neutral USD Index
Performance & Volatility
| Intraday | 1m | 3m | ytd | 1y | 3y | 5y | |
|---|---|---|---|---|---|---|---|
| Accumulated performance | 0.06% | -0.06% | -1.36% | 2.68% | 2.22% | 4.41% | 16.71% |
| Volatility | n/a | 2.29% | 3.40% | 7.46% | 6.76% | 5.60% | 5.26% |
| Accumulated performance | Volatility | |
|---|---|---|
| Intraday | 0.06% | n/a |
| 1m | -0.06% | 2.29% |
| 3m | -1.36% | 3.40% |
| ytd | 2.68% | 7.46% |
| 1y | 2.22% | 6.76% |
| 3y | 4.41% | 5.60% |
| 5y | 16.71% | 5.26% |
Last valuation date : 01/01/0001
Risk / Return from :
| Annualized return | Volatility | Information ratio | Max |
|---|---|---|---|
| 2.49% | 5.24% | 0.48 | -8.18% |
| Annualized return | 2.49% |
| Volatility | 5.24% |
| Information ratio | 0.48 |
| 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
