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NXS Climate Optimum Prospective Index
Optimized index of climatically responsible stocks
Main characteristics
Asset class Equity
Category SRI/Climate
Geographical area Europe
Currency EUR
Bloomberg Ticker NXSHCOP
Return Excess Return
Inception 11/9/2015
The NXS Climate Optimum Prospective Index is a dynamic strategy index exposed to a basket of European stocks selected for their strategy and performance related to climate.

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 compiled according to a customized risk framework with the aim of minimizing variance in the portfolio of stocks comprising the index.
Index Rationale

Calculation Agent
The key elements of the index methodology are available upon demand.
Accumulated Performance -0.34% 3.84% 0.95% 4.66% -4.21% 12.71% 18.03%
Volatility n/a 13.45% 13.35% 8.22% 11.10% 13.14% 13.83%
Last valuation date : 1/21/2019
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 3/3/2009
Annualized return
Information Ratio
Max Drawdown
9.48% 13.09% 0.72 -23.31%