Indice NXS European Short-Term Dividend Futures – Suspension définitive du calcul et de la publication de l’indice
Performance & Volatilité
Intraday | 1m | 3m | ytd | 1y | 3y | 5y | |
---|---|---|---|---|---|---|---|
Performance cumulée | 0.23% | -0.04% | 1.86% | n/a | -31.51% | -31.39% | -28.95% |
Volatilité | n/a | 13.51% | 7.94% | 7.53% | 41.82% | 24.24% | 18.80% |
Performance cumulée | Volatilité | |
---|---|---|
Intraday | 0.23% | n/a |
1m | -0.04% | 13.51% |
3m | 1.86% | 7.94% |
ytd | n/a | 7.53% |
1y | -31.51% | 41.82% |
3y | -31.39% | 24.24% |
5y | -28.95% | 18.80% |
Date de dernière valorisation : 19/01/2021
Rendement / Risque depuis le : 30/06/2008
Performance annualisée | Volatilité | Ratio d'information | Max Drawdown |
---|---|---|---|
0.72% | 12.29% | 0.06 | -58.65% |
Performance annualisée | 0.72% |
Volatilité | 12.29% |
Ratio d'information | 0.06 |
Max Drawdown | -58.65% |
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.
L’indice NXS European Short-Term Dividend Futures est exposé aux contrats Futures sur les dividendes Eurostoxx 50 dont l’échéance est la plus proche.
L’indice suit une stratégie de roulement de positions d’achats de Futures (dont l’échéance est la plus proche). Peu avant la maturité du contrat, la performance est verrouillée et la position est rollée (achat du nouveau contrat Futures dont l’échéance est la plus proche).
Le NXS European Short-Term Dividend Futures offre un accès à un marché liquide. Cet indice fournit une exposition aux primes de risque sur Futures de dividendes.