NXS Protected Optimum World Beta Market Neutral USD Index
Performance & Volatility
| Intraday | 1m | 3m | ytd | 1y | 3y | 5y | |
|---|---|---|---|---|---|---|---|
| Accumulated performance | 0.13% | 1.83% | 2.01% | 5.36% | 3.35% | 8.05% | 21.67% |
| Volatility | n/a | 5.24% | 3.82% | 7.06% | 6.54% | 5.60% | 5.28% |
| Accumulated performance | Volatility | |
|---|---|---|
| Intraday | 0.13% | n/a |
| 1m | 1.83% | 5.24% |
| 3m | 2.01% | 3.82% |
| ytd | 5.36% | 7.06% |
| 1y | 3.35% | 6.54% |
| 3y | 8.05% | 5.60% |
| 5y | 21.67% | 5.28% |
Last valuation date : 01/01/0001
Risk / Return from :
| Annualized return | Volatility | Information ratio | Max |
|---|---|---|---|
| 2.93% | 5.23% | 0.56 | -8.18% |
| Annualized return | 2.93% |
| Volatility | 5.23% |
| Information ratio | 0.56 |
| 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
