Performance & Volatility
Last valuation date : 07-08-2019
Risk / Return from 26-08-2009
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.
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 Total Return Index aims to provide exposure to a basket of five of the most attractive diversified 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 a five Funds where one-fifth of the invested portfolio is allocated to each Fund.
Additionally, the NXS TARS Total Return 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 5%. Any part of the portfolio not allocated to the Funds will instead be allocated to interest-bearing cash.
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
Natixis has successfully developed the NXS TARS Total 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 equities, bonds, credit and foreign exchange investments), flexibility (by not being tied to any one type of asset but adjusting exposure to different assets as market conditions dictate), risk control (through a range of methods designed to limit negative performance in extreme market conditions).