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NXS Momentum Cross-Asset Index
Main characteristics
Asset class Futures
Category Smart Beta
Geographical area World
Currency USD
Bloomberg Ticker NXSHMOXA
Return Excess Return
Inception 12/15/2016
The NXS Momentum Cross-Asset Index is a dynamic multi-asset portfolio that aims to target consistent returns throughout the market cycles. The Index, also known as the MOXA Index, has been launched by Natixis in December 2016. The historical performance of the Index is available on Bloomberg and the Natixis NXS index website.
Index Rationale

Calculation Agent
The key elements of the index methodology are available upon demand.
Accumulated Performance 0.17% 1.35% -0.21% 0.41% -6.89% 16.40% 25.72%
Volatility n/a 6.23% 5.78% 5.37% 6.08% 5.27% 5.32%
Last valuation date : 1/22/2019
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.
Risk/return from 4/11/2012
Annualized return
Information Ratio
Max Drawdown
5.29% 5.09% 1.04 -9.62%