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NXS Elite Funds Selection ER Index
Main characteristics
Asset class Funds & ETFs
Category Thematic
Geographical area World
Currency EUR
Bloomberg Ticker NXSREFS
Return Excess Return
Inception 11/8/2017
Objective
The current low rates environment favors a flexible and alternative approach when it comes to investing, while monitoring the downside risk. By not being tied to any particular equity benchmark an absolute return investment aims to produce more consistent positive returns over a given investment horizon , particularly suitable for volatile markets. To that purpose, Natixis successfully designed the NXS Elite Funds Selection Index that follows a robust dynamic rule-based strategy which aims to capture momentum across a diversified portfolio of funds invested in diverse asset classes with an attractive risk - return profile.
Strategy
Index Rationale



Calculation Agent
The key elements of the index methodology are available upon demand.
Intraday
1M
3M
YTD
1Y
3Y
5Y
Accumulated Performance 0.16% -2.55% -2.94% -5.92% -6.38% 0.38% 13.91%
Volatility n/a 4.30% 4.74% 3.46% 3.40% 3.16% 3.25%
Last valuation date : 12/7/2018
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 8/16/2011
Annualized return
Volatility
Information Ratio
Max Drawdown
5.13% 3.25% 1.58 -7.78%