NXS DNCA Alpha Bonds ER VT 5% Index
Performance & Volatility
| Accumulated performance | Volatility | |
|---|---|---|
| Intraday | 0.08% | n/a |
| 1m | -1.48% | 3.44% |
| 3m | -0.59% | 3.11% |
| ytd | 1.07% | 2.67% |
| 1y | 1.85% | 2.80% |
| 3y | 11.46% | 4.08% |
| 5y | 17.68% | 4.39% |
Last valuation date: 13/11/2024
Risk / Return from: 16/03/2018
| Annualized return | 2.86% |
| Volatility | 4.18% |
| Information ratio | 0.68 |
| Max Drawdown | -11.61% |
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
1,206.80
Category
Dynamic Allocation
Asset Class
Funds & ETFs
Geographical Area
World
Currency
EUR
Bloomberg Ticker
NXSHDNE5
Weighting Method
Volatility Target
Return
Excess Return
Inception
Sponsor
Calculation Agent
