NXS TARS Excess Return Index
Performance & Volatility
| Intraday | 1m | 3m | ytd | 1y | 3y | 5y | |
|---|---|---|---|---|---|---|---|
| Accumulated performance | -0.06% | -0.99% | -4.26% | n/a | -9.77% | -0.71% | -3.52% |
| Volatility | n/a | 4.73% | 4.80% | 4.64% | 5.06% | 5.04% | 4.88% |
| Accumulated performance | Volatility | |
|---|---|---|
| Intraday | -0.06% | n/a |
| 1m | -0.99% | 4.73% |
| 3m | -4.26% | 4.80% |
| ytd | n/a | 4.64% |
| 1y | -9.77% | 5.06% |
| 3y | -0.71% | 5.04% |
| 5y | -3.52% | 4.88% |
Last valuation date : 04/07/2022
Risk / Return from : 24/08/2009
| Annualized return | Volatility | Information ratio | Max |
|---|---|---|---|
| 2.14% | 4.87% | 0.44 | -16.92% |
| Annualized return | 2.14% |
| Volatility | 4.87% |
| Information ratio | 0.44 |
| Max Drawdown | -16.92% |
All information for an index prior to its Inception Date is back-tested, based on the methodology that was in effect on the Inception Date. Back-tested performance, which is hypothetical and not actual performance, is subject to inherent limitations because it reflects application of an Index methodology and selection of index constituents in hindsight. No theoretical approach can take into account all of the factors in the markets in general and the impact of decisions that might have been made during the actual operation of an index. Actual returns may differ from, and be lower than, back-tested returns.
The key elements of the index methodology are available upon demand.
Main Characteristics
Index level
1,313.34
Category
Thematic
Asset Class
Funds & ETFs
Geographical Area
World
Currency
EUR
Bloomberg Ticker
NXSRTARS
Weighting Method
Return
Excess Return
Inception
23/09/2015
Sponsor
Calculation Agent
With investors seeking positive performance in unstable market conditions, many have looked to Targeted Absolute Return Funds as they have proved resilient in a range of market conditions.
The NXS TARS Excess Return Index aims to provide exposure to a basket of five of the most attractive absolute return funds, carefully selected by Natixis for their performances and risk criteria. The index includes an additional layer of protection to control the risk of the investment.
The index is based on an equally weighted and daily rebalanced portfolio of the five funds where one-fifth of the invested portfolio is allocated to each fund.
Additionally, the index looks to provide an additional layer of protection by increasing and decreasing its allocation to the selected managers in order to maintain the volatility of the Index at below 4.50%.
The portfolio of five funds:
- Carmignac Patrimoine
- Franklin Templeton Investments – Global Fundamental Strategies Fund
- Standard Life Investments Global Absolute Return Strategies Fund,
- BNY Mellon Global Funds – Global Real Return Fund,
- ETHNA-AKTIV.
Natixis has successfully developed the NXS TARS Excess Return Index, based on alternative investments tested through unstable market conditions.
The objectives adopted by the managers of these funds have allowed them to provide: diversification (across a range of asset classes such as equitities, bonds, credit and foreign exchange investments), flexibility (by not being tied to any one type of asset but adjusting expose to different assets as market conditions dictate), risk control (through a range of methods designed to limit negative performance in extreme market conditions.
