NXS Protected Optimum World Beta Market Neutral USD Index
Performance & Volatility
| Intraday | 1m | 3m | ytd | 1y | 3y | 5y | |
|---|---|---|---|---|---|---|---|
| Accumulated performance | 0.14% | 2.00% | 1.91% | 7.02% | 5.54% | 11.54% | 24.93% |
| Volatility | n/a | 6.61% | 4.71% | 6.55% | 6.42% | 5.59% | 5.29% |
| Accumulated performance | Volatility | |
|---|---|---|
| Intraday | 0.14% | n/a |
| 1m | 2.00% | 6.61% |
| 3m | 1.91% | 4.71% |
| ytd | 7.02% | 6.55% |
| 1y | 5.54% | 6.42% |
| 3y | 11.54% | 5.59% |
| 5y | 24.93% | 5.29% |
Last valuation date : 01/01/0001
Risk / Return from :
| Annualized return | Volatility | Information ratio | Max |
|---|---|---|---|
| 3.10% | 5.21% | 0.59 | -8.18% |
| Annualized return | 3.10% |
| Volatility | 5.21% |
| Information ratio | 0.59 |
| 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
