NXS Selection Alternative Fund Index
Performance & Volatility
| Intraday | 1m | 3m | ytd | 1y | 3y | 5y | |
|---|---|---|---|---|---|---|---|
| Accumulated performance | 0.11% | 1.20% | -1.95% | n/a | 12.79% | -3.57% | -4.28% |
| Volatility | n/a | 3.18% | 3.92% | 4.03% | 4.13% | 4.19% | 4.01% |
| Accumulated performance | Volatility | |
|---|---|---|
| Intraday | 0.11% | n/a |
| 1m | 1.20% | 3.18% |
| 3m | -1.95% | 3.92% |
| ytd | n/a | 4.03% |
| 1y | 12.79% | 4.13% |
| 3y | -3.57% | 4.19% |
| 5y | -4.28% | 4.01% |
Last valuation date : 01/01/1970
Risk / Return from :
| Annualized return | Volatility | Information ratio | Max |
|---|---|---|---|
| 1.86% | 3.79% | 0.49 | -22.48% |
| Annualized return | 1.86% |
| Volatility | 3.79% |
| Information ratio | 0.49 |
| Max Drawdown | -22.48% |
Main Characteristics
Index level
0.00
Category
Alternative Assets
Asset Class
Funds & ETFs
Geographical Area
World
Currency
EUR
Bloomberg Ticker
NXSRSAF
Weighting Method
Return
Excess Return
Inception
26/05/2014
Sponsor
Calculation Agent
The NXS Selection Alternative Fund Index aims to provide exposure to a basket of three absolute return funds, carefully selected by Natixis for their performances and risk criteria.
The index includes an additional layer of protection by increasing and decreasing its exposure to the basket of funds in line with market volatility.
The NXS Selection Alternative Fund Index provides exposure to a basket of absolute return funds:
– considerable assets under management,
– competitive performance history which helps meeting the objective of the index,
– funds with daily liquidity.
Moreover, the index includes an additional layer of protection that helps to limit the potential downside performance of the basket of funds by increasing and decreasing its exposure to the basket of funds in line with market volatility.
Natixis has developed the NXS Selection Alternative Fund Index, based on alternative investments tested through different market conditions.
The alternative funds are selected based on their transparency, good regulatory oversight and right level of daily liquidity that UCITS EU Directive provides.
The NXS Selection Alternative Fund Index is specifically designed for institutionals looking for:
– Diversification,
– Risk Control,
– Liquidity/Transparency,
– Correlation.
