NXS Protected Optimum World Beta Market Neutral USD Index
Performance & Volatility
| Intraday | 1m | 3m | ytd | 1y | 3y | 5y | |
|---|---|---|---|---|---|---|---|
| Accumulated performance | 0.09% | 4.21% | 7.02% | 5.51% | 12.63% | 18.76% | 33.92% |
| Volatility | n/a | 5.66% | 4.90% | 4.93% | 6.31% | 5.67% | 5.31% |
| Accumulated performance | Volatility | |
|---|---|---|
| Intraday | 0.09% | n/a |
| 1m | 4.21% | 5.66% |
| 3m | 7.02% | 4.90% |
| ytd | 5.51% | 4.93% |
| 1y | 12.63% | 6.31% |
| 3y | 18.76% | 5.67% |
| 5y | 33.92% | 5.31% |
Last valuation date : 01/01/0001
Risk / Return from :
| Annualized return | Volatility | Information ratio | Max |
|---|---|---|---|
| 4.03% | 5.21% | 0.77 | -8.18% |
| Annualized return | 4.03% |
| Volatility | 5.21% |
| Information ratio | 0.77 |
| 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
