NXS Long Value Europe Equity Excess Return Index
Performance e Volatilità
| Intraday | 1m | 3m | ytd | 1y | 3y | 5y | |
|---|---|---|---|---|---|---|---|
| Performance accumulate | -0.43% | 4.31% | 4.79% | n/a | 12.11% | -20.20% | -11.00% |
| Volatilità | n/a | n/a | 8.26% | 9.37% | 11.50% | 10.71% | 9.21% |
| Performance accumulate | Volatilità | |
|---|---|---|
| Intraday | -0.43% | n/a |
| 1m | 4.31% | n/a |
| 3m | 4.79% | 8.26% |
| ytd | n/a | 9.37% |
| 1y | 12.11% | 11.50% |
| 3y | -20.20% | 10.71% |
| 5y | -11.00% | 9.21% |
Ultima data di valutazione : 25/05/2021
Indicatori di Rischio / Rendimento, calcolati a partire da : 01/08/2002
| Rendimento annualizzato | Volatilità | Information ratio | Max Drawdown |
|---|---|---|---|
| 5.43% | 8.92% | 0.61 | -34.36% |
| Rendimento annualizzato | 5.43% |
| Volatilità | 8.92% |
| Information ratio | 0.61 |
| Max Drawdown | -34.36% |
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.
Principali caratteristiche
Livello dell’Indice
872.57
Categoria
Risk Premia
Asset Class
Equity
Area Geografica
Europe
Valuta
EUR
Bloomberg Ticker
Metodo di ponderazione
Tipologia
Excess Return
Data di lancio
Sponsor
Natixis
Agente di calcolo
Natixis
NXS Indici
E-Maps
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