NXS Indices
Dynamic Generation
Welcome to the Natixis indices universe
Welcome to a world dedicated to innovation. Discover a large diversity of multi-asset, multi-country, multi-currency indices that offer an optimised approach to the risk management.
Indices
Name Class TICKER Price PERFORMANCE (%)
Intraday YTD 1 year 3 years 5 years Inception
 
NXS Activist Equity Index
(USD - Total Return)
Thematic NXSHACTE 4 507.09 -0.71% 17.17% 25.89% 44.98% 61.00% 23.37%
NXS Small Cap U.S. Equity Index
(USD - Total Return)
Risk Premia NXSRSMCU 1 372.62 -0.76% 15.08% 21.99% 66.27% 64.92% 37.26%
NXS Momentum U.S. Equity Index
(USD - Total Return)
Risk Premia NXSRMOMU 1 495.09 -0.32% 12.84% 22.05% 61.07% 102.86% 49.51%
NXS Dynamic Multi Factor U.S. Equity Index
(USD - Total Return)
Risk Premia NXSRDMFU 1 237.9 0.24% 12.53% 21.49% 41.68% 57.18% 23.79%
NXS Long Value U.S. Equity Index
(USD - Total Return)
Risk Premia NXSRVALU 1 253.63 0.14% 9.37% 19.21% 46.46% 66.25% 25.36%
NXS Low Volatility U.S. Equity Index
(USD - Total Return)
Risk Premia NXSRLOVU 1 514.49 -0.74% 9.36% 16.01% 58.44% 93.66% 51.45%
NXS High Dividend U.S. Equity Index
(USD - Total Return)
Risk Premia NXSRHIDU 1 481.41 0.45% 7.67% 16.94% 65.67% 84.77% 48.14%
NXS SHARPe US Equity Index
(USD - Total Return)
Dynamic Allocation NXSHUE 1 960.49 -0.03% 6.39% 13.82% 18.80% 29.57% 96.05%
NXS Low Volatility Target Beta Overlay Protected Index
(EUR - Total Return)
Smart Beta NXSHTBOP 13 665.03 -0.30% 6.30% 3.98%
NXS Convictions Index
(EUR - Total Return)
Market Convictions NXSRCONV 1 402.68 -0.04% 4.78% 6.95% 9.20% 46.23% 40.27%
NXS Optimum Asia Index
(EUR - Excess Return)
Smart Beta NXSHOPTA 5 553.7 0.47% 4.11% 6.89% 20.34% 34.90% 8.27%
NXS SHARPe Convictions Index
(EUR - Total Return)
Market Convictions NXSHCONV 1 159.83 -0.04% 3.65% 5.42% -5.19% 20.58% 15.98%
NXS Momentum Europe Equity Index
(EUR - Total Return)
Risk Premia NXSRMOME 1 440.2 0.17% 3.61% 8.03% 29.20% 70.51% 44.02%
NXS Enhanced Options Overlay Europe index
(EUR - Excess return)
Volatility/Hedging NXSHOOE 999.98 0.01% 3.52% 2.77% -5.92% -14.18% -6.69%
NXS High Dividend Europe Equity Index
(EUR - Total Return)
Risk Premia NXSRHIDE 1 360.45 0.70% 3.10% 7.02% 33.14% 41.49% 36.05%
NXS L-AIR Index
(EUR - Excess Return)
Alternative Assets NXSHLAIR 1 335.33 0.11% 2.98% 4.77% 14.63% 19.05% 33.53%
NXS US Equity Enhanced Buy Write Index
(USD - Total Return)
Volatility/Hedging NXSHEBWU 1 265.69 -1.46% 2.75% 9.41% 41.47% 61.08% 26.57%
NXS Long Value Europe Equity Index
(EUR - Total Return)
Risk Premia NXSRVALE 1 346.82 0.04% 2.55% 6.67% 37.45% 58.25% 34.68%
NXS Low Volatility Europe Equity Index
(EUR - Total Return)
Risk Premia NXSRLOVE 1 212.44 0.58% 2.45% 5.99% 20.12% 33.79% 21.24%
NXS Optimum World index
(EUR - Total Return)
Smart Beta NXSHOPWO 3 013.67 0.18% 2.22% 5.83% 30.86% 47.73% 26.13%
NXS Dynamic Multi Factor Europe Equity Index
(EUR - Total Return)
Risk Premia NXSRDMFE 1 309.89 0.10% 2.22% 6.54% 27.32% 51.18% 30.99%
NXS Risk Premia Diversified Europe Equity Excess Return Index
(EUR - Excess Return)
Risk Premia NXSHRPDE 1 068.62 -0.23% 2.13% 6.60% 10.24% 16.07% 6.41%
NXS High Dividend Europe Equity Excess Return Index
(EUR - Excess Return)
Risk Premia NXSHHIDE 1 023.63 0.20% 1.90% 6.08% 13.75% 9.56% 2.05%
NXS Momentum Europe Equity Excess Return Index
(EUR - Excess Return)
Risk Premia NXSHMOME 1 088.05 -0.61% 1.80% 6.53% 5.89% 25.41% 8.90%
NXS Long Value Europe Equity Excess Return Index
(EUR - Excess Return)
Risk Premia NXSHVALE 1 108.61 -0.60% 1.71% 6.30% 14.05% 14.65% 10.70%
NXS SHARPe Multi Asset Worldwide EUR Index
(EUR - Total Return)
Dynamic Allocation NXSHMAWE 1 087.89 0.24% 1.04% 5.85% 9.42% -5.30% 8.79%
NXS SHARPe Multi Asset Worldwide USD Index
(USD - Total Return)
Dynamic Allocation NXSHMAWU 1 096.68 0.61% 0.99% 5.64% 9.33% -5.79% 9.67%
NXS Low Volatility Europe Equity Excess Return Index
(EUR - Excess Return)
Risk Premia NXSHLOVE 1 021.08 0.15% 0.96% 4.80% 8.29% 11.92% 1.96%
Excellence II Index
(EUR - Total Return)
Dynamic Allocation NXSHEXL2 1 248.03 0.26% 0.37% 4.13% 11.73% 19.09% 24.80%
NXS Overlay Protected Risk Premia Index
(EUR - Total Return)
Risk Premia NXSHPRIP 1 057.64 0.33% 0.36% 4.13% 5.76%
NXS Climate Optimum Prospective Index
(EUR - Excess Return)
SRI/Climate NXSHCOP 1 047.81 0.32% 0.29% 4.05% 10.44% 27.80% 4.78%
NXS Smart Call Overwriting Europe Index
(EUR - Total Return)
Volatility/Hedging NXSHSCOE 1 395.8 0.01% 0.15% 0.16% -2.87% -3.38% -1.10%
NXS Enhanced Options Overlay US Index
(USD - Excess Return)
Volatility/Hedging NXSHOOU 816.36 -0.01% -4.59% -19.13% -23.13% -14.60%
NXS Institutional Green Ethical Index
(SEK - Price Return)
SRI/Climate NXSHIGE 1 055.31 -0.67% 5.53%
NXS Momentum Cross-Asset JPY Index
(JPY - Excess Return)
Smart Beta NXSHMOXJ 1 003.59 0.29% 0.36%
NXS Overlay Protected Equity Index
(EUR - )
Volatility/Hedging NXSHSOPE 1 141.2 0.45% 12.97% 14.12%
NXS Protected Optimum World Index
(EUR - Total Return)
Volatility/Hedging NXSHPRWO 2 545.72 -0.12%
NXS Smart Call Overwriting US Index
(USD - Total Return)
Volatility/Hedging NXSHSCOU 1 150.07 0.01% -0.04% -0.03% -8.05% -8.67% -0.49%
NXS Flex Overlay US Index
(USD - )
Volatility/Hedging NXSHFOU 991.72 0.00% -0.11% -0.15% -0.83%
NXS Flex Overlay Europe Index
(EUR - )
Volatility/Hedging NXSHFOE 989.53 0.00% -0.11% -0.15% -1.05%
NXS Rolling Volatility Strategy Index
(USD - Excess Return)
Volatility/Hedging NXSRVS 210.85 -0.04% -0.32% -24.21% -45.72% -70.04% -78.92%
NXS Convertible Bonds Invest Index
(EUR - Total Return)
Thematic NXSBCI 1 032.9 -0.40% -0.40% 1.45% 1.72% 13.09% 3.29%
NXS Be-AIR Index
(EUR - Excess Return)
Alternative Assets NXSBEAIR 778.29 -0.14% -0.60% -2.89% -11.97% -17.03% -22.17%
NXS STARS Multi Asset Index
(EUR - Total Return)
Market Convictions NXSHSTAE 1 304.85 0.29% -0.62% 0.92% 12.68% 20.46% 30.49%
NXS Ultimate Fund Allocator Index
(EUR - Excess Return)
Thematic NXSRUFA 1 663.88 0.22% -0.78% -0.48% 12.05% 32.57% 3.66%
Excellence Pacifique Index
(EUR - Total Return)
Dynamic Allocation NXSHXLP1 962.78 0.00% -0.81% -0.94% -3.05% -4.60% -2.71%
Excellence Index
(EUR - Total Return)
Dynamic Allocation NXSHEXL 1 115.84 0.20% -0.87% 0.45% -1.50% 9.62% 11.58%
Evolution Index
(EUR - Total Return)
Dynamic Allocation NXSHEVOL 916.68 0.00% -0.91% -1.25% -3.34% -8.33%
NXS SHARPe Evolution Index
(EUR - Total Return)
Dynamic Allocation NXSHEVO 967.04 0.31% -0.92% 1.00% 8.23% 9.30% -3.30%
Evolution II Index
(EUR - Total Return)
Dynamic Allocation NXSHEVO2 929.13 0.00% -0.99% -1.35% -3.49% -7.09%
Excellence III Index
(EUR - Total Return)
Dynamic Allocation NXSHEXL3 1 011.84 0.03% -0.99% -0.32% -0.54% 0.92% 1.18%
NXS European Dividend Future Access Index
(EUR - Excess return)
Dividends NXSRFUDA 1 584.45 0.00% -1.00% -0.76% 2.29% 8.93% 0.89%
Excellence IV Index
(EUR - Total Return)
Dynamic Allocation NXSHEXL4 1 024.46 0.05% -1.08% -0.21% -0.21% 1.08% 2.45%
Excellence V Index
(EUR - Total Return)
Dynamic Allocation NXSHEXL5 994.73 0.03% -1.09% -0.45% -0.91% -0.53% -0.53%
NXS Small Cap Europe Equity Index
(EUR - Total Return)
Risk Premia NXSRSMCE 1 304.79 0.09% -1.14% 3.56% 25.37% 48.06% 30.48%
NXS SHARPe Euro Diversified Index
(EUR - Total Return)
Dynamic Allocation NXSHMA 1 180.2 0.42% -1.16% 1.15% -3.58% -0.44% 18.02%
NXS European Short-Term Dividend Futures Index
(EUR - Excess Return)
Dividends NXSHFUDA 997.59 0.00% -1.16% -0.66% 2.50% 8.24% -0.33%
Excellence VI Index
(EUR - Total Return)
Dynamic Allocation NXSHEXL6 1 015.22 0.07% -1.18% -0.02% 0.40% 1.52%
NXS US Equity Call Overwriting Index
(USD - Total Return)
Volatility/Hedging NXSHECOU 1 301.21 0.02% -1.20% -1.21% -5.40% -8.42% -1.84%
NXS Climate Optimum Prospective VT Index
(EUR - Excess Return)
SRI/Climate NXSHCOPV 1 067.21 0.76% -1.22% 3.46% 2.82% 17.76% 6.72%
Natixis Best Fund Selection ER Index
(EUR - Excess Return)
Thematic NXSRBFS 1 544.97 0.22% -1.29% -1.21% 9.17% 26.20% 0.40%
NXS Global Dividend Future Access 2021 JPY Index
(JPY - Total Return)
Dividends NXSRFUDG 1 001.36 -0.07% -1.41% -0.88% 1.14% 10.03% 0.14%
NXS Global Dividend Futures Access ER JPY Index
(JPY - Excess Return)
Dividends NXSRFUDJ 989.72 -0.01% -1.43% -1.02% -0.96%
NXS Global Dividend Future Access 2021 EUR Index
(EUR - Total Return)
Dividends NXSHFUDG 999.53 0.00% -1.45% -1.03% 1.31% 9.06% -0.05%
NXS Bond Fund Stars ER Index
(EUR - Excess Return)
Thematic NXSRBFST 1 315.67 0.17% -1.47% -0.51% 12.63% 28.77% 31.57%
NXS Federal Objectif Climat Index
(EUR - Excess Return)
SRI/Climate NXSHCOP2 1 072.38 0.60% -1.58% 1.52% 5.13% 16.94% 7.24%
NXS Momentum Cross-Asset Index
(USD - Excess Return)
Smart Beta NXSHMOXA 1 069.07 0.29% -1.63% 2.81% 17.93% 31.95% 6.91%
NXS Momentum Cross-Asset VT Index
(USD - Total Return)
Smart Beta NXSHMOXV 1 051.44 0.29% -1.65% 2.76%
NXS Small Cap Europe Equity Excess Return Index
(EUR - Excess Return)
Risk Premia NXSHSMCE 977.66 -0.52% -1.68% 3.20% 3.67% 8.32% -3.12%
NXS Smart Option Overlay U.S. Index
(USD - Excess Return)
Volatility/Hedging NXSHSOOU 775.31 0.06% -1.92% -2.78% -20.60% -22.63% -19.58%
NXS Risk Parity Fund Allocator Index
(EUR - Excess Return)
Thematic NXSRPFA 1 367.01 0.02% -2.16% -1.07% 12.05% 31.49% 1.00%
NXS Europe Selective 30 Index
(EUR - Excess Return)
Smart Beta NXSHSELC 1 951.51 0.64% -2.21% 2.13% 9.69% 10.27% -2.98%
NXS TARS TR Index
(EUR - Total Return)
Thematic NXSBTARS 1 080.51 -0.04% -2.52% -1.94% 0.78% 10.87% 8.05%
NXS Optimized Options Overlay Europe Index
(EUR - Excess return)
Volatility/Hedging NXSHOOOE 950.14 -0.10% -2.65% -3.03% -13.05% -17.19% -9.13%
NXS Elite Funds Selection ER Index
(EUR - Excess Return)
Thematic NXSREFS 1 492.61 0.17% -2.66% -2.43% 6.05% 20.86% -4.33%
NXS Europe Short Volatility Index
(EUR - Excess Return)
Volatility/Hedging NXSHSVEU 2 445.94 0.32% -2.68% -2.38% 0.10%
NXS Momentum Fund Stars ER Index
(EUR - Excess Return)
Thematic NXSRMFS 1 627.92 0.05% -2.72% -2.39% 8.93% 22.10% 3.04%
NXS Smart Option Overlay Europe Index
(EUR - Excess return)
Volatility/Hedging NXSHSOOE 896.59 -0.10% -2.81% -3.22% -14.64% -18.88% -17.40%
NXS Selection Alternative Fund Index
(EUR - Excess Return)
Alternative Assets NXSRSAF 1 277.6 -0.31% -3.21% -4.98% -2.81% 4.85% -0.79%
NXS European Dividend Futures Premia Index
(EUR - Excess Return)
Dividends NXSHFUDP 991.22 -0.23% -3.30% -1.68% 3.70% 7.54% -0.95%
NXS SHARPe Euro Equity Index
(EUR - Total Return)
Dynamic Allocation NXSHEE 1 069.37 0.81% -3.40% -4.57% -4.24% 0.12% 6.94%
NXS Selective Europe 30 Index
(EUR - Excess Return)
Smart Beta NXSHNSE 926.23 0.64% -3.78% 0.76% 1.41%
NXS Optimum Deutschland index
(EUR - Excess Return)
Smart Beta NXSHOPGE 1 696.08 0.40% -3.90% -0.25% 7.73% 7.52% 7.54%
NXS TARS ER Index
(EUR - Excess Return)
Thematic NXSRTARS 1 291.29 0.33% -3.91% -3.39% -4.54% 3.32% -4.26%
NXS Optimum Income Index
(EUR - Excess Return)
Smart Beta NXSHOPIN 883.78 0.79% -4.32% -2.76% -7.34% -9.00% -11.62%
NXS Real Estate index
(EUR - Excess Return)
Thematic NXSHREA 1 607.31 -0.46% -5.44% -1.64% -3.56% 25.85% -8.22%
Altus Total Perspective Index
(PLN - Excess Return)
Smart Beta NXSHATP 869.69 -0.26% -10.32% -8.62% -13.03%
NXS Ethical & Climate Europe Index
(EUR - Excess Return)
SRI/Climate NXSCOPK 750.1 -2.44% -30.24% -25.39% -25.82% -17.90% -24.99%
Zoom in
Trending Index
Natixis awarded for Innovation
The NXS Momentum Cross-Asset Index follows a dynamic strategy with exposure to global trends via a multi-asset portfolio made of Natixis equity and bond rolling futures indices and S&P GSCI indices for commodities.
Industry magazine The Banker has unveiled its 2017 rankings of the top banks and voted Natixis as “Most Innovative Investment Bank for Equity Derivatives” for the second year running. This international award acknowledges the capacities of Natixis’ financial engineering, sales and trading teams in generating new investment solutions to meet clients’ needs.
News
11/8/2017
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NXS Elite Funds Selection ER Index
The NXS Elite Funds Selection ER Index is a dynamic strategy index invested in a basket of global multi asset funds. It boasts simple rules which dynamically select the 7 funds with the strongest recent returns adding significant value over time. The strategy is dynamically rebalanced every two months. 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 below 3.50%.
9/4/2017
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Launch of the NXS Low Volatility Target Beta Overlay Protected Index
Launched on the 4th of September 2017, the NXS Low Volatility Target Beta Overlay Protected Index is a dynamic strategy index aiming to provide exposure to the equity market through the Solactive Europe Low Volatility Target Beta Index (SOLELVTB Index), while benefiting from a permanent protection against market downturn risk via the NXS Smart Option Overlay Europe Index. The strategy of the latter aims at reducing the maximum draw down and the volatility of an equity exposure.
8/6/2017
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NXS Europe Short Volatility Index
The NXS Europe Short Volatility is a dynamic strategy index exposed to financial markets through a basket of synthetic put options and call options on Eurostoxx 50 and a market index, the NXS European Equity Futures Index. It aims to benefit of both Volatility Risk Premia and Short Term Mean Reversion by selling dynamic Delta Hedged Strangles.
7/5/2017
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Natixis Best Fund Selection ER Index
The Natixis Best Fund Selection ER Index is a dynamic strategy index invested in a basket of global multi asset funds. It boasts simple rules which dynamically select the 8 funds with the strongest recent returns adding significant value over time. The strategy is dynamically rebalanced every two months on the last Index business day of the month. 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 3.50%.
5/16/2017
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Launch of the Indice NXS Activist Equity Index
The NXS Activist Equity Index is a dynamic strategy index with exposure to a basket of US stocks in which the top activist hedge funds have a significant stake. The index aims to allow investors to tap into the potential vigorous growth that may be offered by stocks following the announcement of activist intentions, with a view to outperforming the risk-adjusted return on the S&P 500® Total Return Index. Natixis partnered with Lutetia Capital, a leading alternative manager which has an extensive experience and a successful track record in the Event Driven & Merger Arbitrage strategies.
4/13/2017
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NXS European Dividend Futures Premia Index
The NXS European Dividend Futures Premia Index is composed of a “constant maturity” exposure to EURO STOXX 50® dividends futures as well as exposure to the NXS European Equity Futures Index. The index follows a strategy which aims to provide a Beta-neutral exposure to a dividend futures strategy. It is composed in two mechanisms: the dividend futures strategy (it aims to have a constant sensitivity to implied dividends of Eurostoxx 50) and the Beta of this strategy to the market (hedged using Eurostoxx 50 futures).
4/11/2017
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The dividend futures strategy family expands again !
Launch of the NXS European Dividend Futures Premia Index.

In the family so far:

- The NXS European Short-Term Dividend Futures Index : roll of the 1st dividend futures on Euro STOXX

- The NXS Global Dividend Futures Access Index : roll of the 1st dividend futures on Euro STOXX (80%) and Nikkei (20%)

- The NXS European Dividend Futures Premia Index : roll of the 1st and 2nd dividend futures on Euro STOXX + beta-neutralisation using Euro STOXX futures
3/29/2017
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NXS Overlay Protected Risk Premia Index
The objective of the Index is to provide an exposure to the equity market while benefiting of a permanent protection against market downturn risks. The Index relies on a dynamic asset allocation strategy and has been created and developed by the internal teams of Natixis in partnership with BPCE VIE.
3/29/2017
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NXS Overlay Protected Risk Premia Index
The NXS Overlay Protected Risk Premia follows a dynamic strategy aiming to provide exposure to the equity market through an Equity Selection while benefiting of a permanent protection against market downturn risk via the NXS Optimized Options Overlay Europe Index. The index was created and developed by the internal team of Natixis in partnership with Natixis Assurance. So-called alternative risk premia are constructed so as to capture the return beyond traditional sources of beta coming from certain market inefficiencies.
1/31/2017
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Launch of the NXS Ultimate Fund Allocator Index
The NXS Ultimate Fund Allocator index is a dynamic strategy index invested in a basket of global multi asset funds. It boasts simple rules which dynamically select the 8 funds with the strongest recent returns adding significant value over time. The strategy is dynamically rebalanced every two months on the last Index business day of the month.
1/31/2017
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Launch of the NXS Momentum Cross-Asset VT Index
The objective of the NXS Momentum Cross Asset VT Index is to provide exposure to the NXS Momentum Cross-Asset Index with an optimized level of risk. The Index follows a dynamic rebalancing strategy that aims to target a maximum volatility of 6%.
12/15/2016
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Launch of the NXS Momentum Cross-Asset Index
The NXS Momentum Cross-Asset Index follows a dynamic strategy with exposure to global trends via a multi-asset portfolio made of Natixis equity and bond rolling futures indices and S&P GSCI indices for commodities. The dynamic allocation framework is intended to build a diversified portfolio providing performance in an uncertain environment.
11/25/2016
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Launch of the NXS Convertible Bond Invest Index
The NXS Convertible Bond Invest Index is a dynamic strategy index that allows investors to get exposure to the European convertible bonds market. Designed by the Natixis Engineering Team, the index is fully exposed to an equally-weighted basket of convertible bonds which coupons are reinvested into the index. The Index is particularly suitable for increasing portfolio diversification and reducing downside risks without changing the return expectations.
11/25/2016
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Launch of the NXS Ethical & Climate Europe Index
The NXS Ethical & Climate Europe Index by STOXX® was launched on the 25th of November 2016 and follows a dynamic strategy. The objective is to provide access to companies that are actively engaged in reducing their greenhouse gas emissions and developing low-carbon solutions. The Index is comprised of 50 European stocks, which are selected within the components of the STOXX® Europe 600 index and then filtered (Ethical, Carbon, Climate Scoring and Financial filters).
10/12/2016
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Notification about the NXS Momentum Fund Star ER Index
Rebalancing by substitution of a component and modification of the Index rule. To get all details on the changes please visit the index webpage.
10/10/2016
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Equity Derivatives awarded for innovation
Natixis Teams received the Most Innovative Investment Bank for Equity Derivatives 2016 Award at the The Banker Investment Banking Awards ceremony. This prize acknowledges Natixis' ability to design innovative, tailor-made equity solutions to meet clients’ needs.
8/26/2016
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Launch of the NXS Equity Call Overwriting Index “series”
Natixis has developed overlay solutions aiming at reducing volatility and drawdown when combined with a long equity investment. The NXS Equity Call Overwriting Index series objective is to cash in the risk premia embedded in the Euro STOXX® 50 or the S&P® 500 Index options by a daily systematic sale of call options.
6/1/2016
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Launch of the NXS Activist Index
The NXS Activist index is a dynamic strategy index with exposure to a basket of US stocks in which the top activist hedge funds have a significant stake. The index aims to allow institutionals to tap into the potential vigorous growth that may be offered by stocks following the announcement of activist intentions, with a view to outperform the risk-adjusted return on the S&P 500 Total Return index.
4/22/2016
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Launch of the NXS Optimized Options Overlay Europe Index
An optimised rolling strategy of index options on the Euro STOXX 50 based on tailor-made macroeconomic indicators and a financial market risk management signal.
3/3/2016
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Launch of the NXS Climate Optimum Prospective VT Index
The index is composed of 50 European stocks with low carbon emission leading to an average emission reduction of more than 50% compared to the STOXX Index 600 Europe). The index also integrates an optimised minimum variance allocation mechanism and a volatility control mechanism @15% (voltarget).
3/3/2016
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Launch of the NXS Federal Objectif Climat Index
The index is composed of 50 European stocks with low carbon emission leading to an average emission reduction of more than 50% compared to the STOXX Index 600 Europe). The NXS COP index also integrates an optimised minimum variance allocation mechanism.
2/22/2016
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Launch of the NXS European Dividend Future Access Index
A long-position rolling strategy on the “Nearby future” (with the nearest expiry). At the expiry date, the performance is crystallised and the position is rolled (purchase of the new “Nearby” future).
2/16/2016
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Launch of the NXS Smart Overlay US
An optimised rolling strategy of index options on the S&P 500 based on tailor-made macroeconomic indicators and a financial market risk management signal.
2/16/2016
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Launch of the NXS Smart Overlay Europe
An optimised rolling strategy of index options on the Euro STOXX 50 based on tailor-made macroeconomic indicators and a financial market risk management signal.
12/15/2015
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Launch of the NXS Enhanced Overlay Europe
An optimised rolling strategy of index options on the Euro STOXX 50.
12/15/2015
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Launch of the NXS Enhanced Overlay US
An optimised rolling strategy of index options on the S&P 500.
11/8/2015
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Launch of the NXS Climate Optimum Prospective
The index is made of 50 European stocks with low carbon emission leading to an average emission reduction of more than 50% compared to the STOXX Index 600 Europe). The NXS COP index also integrates an optimised minimum variance allocation mechanism.
10/19/2015
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Launch of the NXS Optimum World
An index made of an optimised minimum variance portfolio of 30 global equities.
9/30/2015
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Launch of the NXS TARS ER
The TARS Excess Return index is composed of diversified UCITS funds and integrates a volatility control mechanism.
9/30/2015
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Launch of the Altus Total Perspective index
A basket of 23 multi asset underlyings that aims to generate absolute return (Long/Short strategy).
8/31/2015
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Launch of the NXS Optimum Deutschland index
The index is composed of an optimised minimum variance portfolio of 30 German equities.
5/20/2015
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Launch of the NXS Optimum Income index
The index is composed of an optimised minimum variance portfolio of 30 European equities.
4/26/2015
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Launch of the NXS Optimum Asia Index
The index is composed of an optimised minimum variance portfolio of 30 Asian equities.
3/31/2015
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Launch of the NXS Convertible Bonds
The index is composed of European convertible bonds according to criteria set by Natixis Convertible Bond Strategists.
3/29/2015
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Launch of the NXS Real Estate
The index is composed of 6 real estate funds according to the funds’ Sharpe ratios.
3/26/2015
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Launch of the NXS Europe Selective
The index is composed of an optimised minimum variance basket of 30 European Equities.
2/19/2015
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Launch of the NXS High Dividend US Equity index – Risk Premia
A dynamic strategy index exposed to an US equity basket with highly liquid and tradable dividends. The index’s goal is to allow institutionals access to an US equity basket with high dividends offering high returns.
2/19/2015
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Launch of the NXS Long Value U.S Equity - Risk Premia
A dynamic strategy exposed to a basket of 50 US equities selected based on a score. The index aims to allow institutionals to seize the increasing potential of European equities currently considered undervalued.
2/19/2015
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Launch of the Momentum NXS U.S Equity – Risk Premia
The index has a dynamic strategy exposed to portfolio of U.S stocks which are selected on their past returns basis. Each year, a ranking is made by keeping the 50 equities with the best performance through the year. The index aims to benefit from the observed trend on its equities and by using information as a buy/sell order.
2/19/2015
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Launch of NXS Low Volatility U.S Euity – Risk Premia
A dynamic strategy index exposed to financial markets through a portfolio of 50 low volatility, liquid and tradeable US equities.
2/18/2015
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Launch of the NXS Small Cap U.S Equity index – Risk premia
A dynamic strategy exposed to 50 US equities selected for their low capitalisation. The goal of the index is to enable institutionals to benefit from a strong growth potential of Small Caps compared to Blue Chip stocks.
2/18/2015
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Launch of the NXS Dynamic Multi Factor US Equity – Risk Premia.
A dynamic strategy exposed to a portfolio of equity risk factors. The Index aims to benefit from the US capital market’s cycles through a basket of Natixis proprietary indices. An innovative asset allocation technology determines the relative weight of each strategy.
1/18/2015
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Launch of the NXS Selective Europe 30 Index
The index is composed of an optimised minimum variance portfolio of 30 European equities and integrates a volatility control mechanism.
11/1/2014
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Launch of the Momentum NXS Europe Equity – Risk Premia
The index has a dynamic strategy exposed to portfolio of European stocks which are selected on their past returns basis. Each year, a ranking is made by keeping the 50 equities with the best performance through the year. The index aims to benefit from the observed trend on its equities and in turn using this trend as a buy or sell signal.
11/1/2014
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Launch of the NXS High Dividend Europe Equity index – Risk Premia
A dynamic strategy index exposed to an European equity basket with high, liquid and negotiable/tradable dividends. The index’s goal is to give institutionals access to an European equity basket.
11/1/2014
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Launch of the NXS Long Value Europe Equity - Risk Premia
A dynamic strategy exposed to a basket of 50 European equities based on a score derived from their discount. The index aims to allow institutionals to seize the increasing potential of European equities considered underrated.
11/1/2014
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Launch of the NXS Low Volatility Europe Equity – Risk Premia
A dynamic strategy index exposed to financial markets through a portfolio of 50 European equities less volatile, liquid and tradable. The index allows institutionals to access an European equity portfolio with low volatility.
11/1/2014
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Launch of the NXS Small Cap Europe Equity index – Risk premia
A dynamic strategy exposed to 50 European equities selected for their low capitalisation. The goal of the index is enable institutionals to benefit from a strong growth potential of Small Caps compared to Blue Chip stocks.
10/31/2014
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Launch of the NXS Dynamic Multi Factor Europe Equity – Risk Premia.
A dynamic strategy exposed to a portfolio of equity risk factors. The Index aims to benefit from the European capital markets’ cycles through a basket of Natixis proprietary indices.
10/1/2014
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Launch of the NXS Customized Senior Loan index
The index is exposed to a Fixed Income fund, which integrates a volatility control mechanism.
9/1/2014
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Launch of the NXS SHARPe Evolution index
This index delivers a dynamic exposure to an ETF portfolio which has a diversification in terms of asset classes and geographic areas. The strategy is based on an asset allocation, which is managed by the Economic research department of Patrick Artus and is linked to their quarterly publications. Accordingly, there is a daily adaptation of the allocation to the conditions of the risk moment (medium allocation C-Var).
6/1/2014
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Launch of the NXS Selection Alternative Fund
This index offers exposure to a selection of absolute performance funds selected according to their performance and risk criteria. The index gives an extra level of risk monitoring by daily adjusting the participation to the equally weighted fund portfolio regarding the volatile conditions on markets.
3/28/2014
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Launch of the NXS TARS TR index
The TARS Total Return index is composed of a UCITS diversified funds, which integrates a volatility control mechanism.
11/19/2013
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Launch of the NXS Convictions index
Natixis announces the launch of the NXS Convictions index, which consists in a selection of European stocks established by Natixis’ Equity Strategy team. For more information, contact nxsstrategyserie@natixis.com.
11/19/2013
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Launch of the NXS SHARPe Convictions index
Natixis announces the launch of the NXS SHARPe Convictions index which has been designed to benefit from favourable cycles of a selection of European stocks established by Natixis’ Equity Strategy team, while at the same time aiming to preserve the portfolio from unfavourable cycles via a risk management mechanism.
5/11/2012
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Launch of the NXS Rolling Volatility Strategy
Natixis announces the launch of the NXS Rolling Volatility Strategy that aims to replicate the returns from a managed net long position in VIX Futures contracts. For more information, contact nxsstrategyserie@natixis.com.
3/1/2012
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NXS SHARPe Multi Asset and NXS SHARPe Multi Asset Worldwide: Exceptional rebalancing of the underlying basket
Natixis announces the exceptional change of the components list of the NXS SHARPe Multi Asset and NXS SHARPe Multi Asset Worldwide index. This change involves the replacement of the NXS-AIR (Bloomberg Code: IQHGIXIS Index) by the NXS L-AIR (Bloomberg Code: NXSHLAIR Index). This replacement will be effective from the first valuation of the index for the month of March 2012. For more information, contact nxsstrategyserie@natixis.com.
11/30/2011
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NXS Be-AIR: Exceptional rebalancing of the underlying basket
Natixis announces the exceptional change of the components list of the NXS Be-AIR index. This replacement will be effective from the first valuation of the index for the month of January 2012. For more information, contact nxsstrategyserie@natixis.com.
8/16/2011
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NXS Elite Funds Selection Index
The NXS Elite Funds Selection Index is a dynamic strategy index invested in a basket of global multi asset funds. It boasts simple rules which dynamically select the 7 funds with the strongest recent returns adding significant value over time. The strategy is dynamically rebalanced every two months. 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 below 3.50%.
6/1/2011
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Launch of the NXS L-AIR
Natixis announces the launch of the NXS L-AIR Index, providing returns comparable to those for hedge fund indices, while being exposed to liquid assets. The strategy is mainly based on the processing of a statistical model designed by the Natixis Research Department dedicated to Hedge Funds universe.
5/31/2011
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Exceptional rebalancing of the NXS STARS Multi Asset index
Natixis announces the exceptional change of the components list of the NXS STARS Multi Asset index. This change involves the replacement of the Deutsche Bank Corp 100 Financials ETF (Bloomberg Code: XB4F GR Equity) by the Amundi Euro Corporate Financials iBoxx ETF (Bloomberg Code: AFIN FP Equity). This replacement will be effective from the first valuation of the index for the month of June 2011. For more information, contact nxsstrategyserie@natixis.com.
1/3/2011
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Launch of the NXS STARS Multi Asset index
Natixis announces the launch of the NXS STARS Multi Asset index, reallocating between a large selection of assets based on an optimization of strategic and tactical economic views.
7/1/2009
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Launch of the NXS SHARPe Multi Asset and NXS SHARPe Multi Asset Worldwide indices
Natixis announces the launch of a range of indices to generate an absolute performance by exposure to a diversified portfolio invested in different asset classes (Euro and World zones) according to a risk control methodology depending on the ARPI (Advanced Risk Perception Indicator).
7/1/2009
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Launch of the NXS SHARPe Euro Equity and NXS SHARPe US Equity indices
Natixis announces the launch of a range of indices to outperform equity markets (U.S. and Euro zones) by minimizing the risky allocation in times of risk aversion.
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