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NXS Climate Optimum Prospective VT Index
Optimized index of climatically responsible stocks
Main characteristics
Asset class Equity
Category SRI/Climate
Geographical area Europe
Currency EUR
Bloomberg Ticker NXSHCOPV
Return Excess Return
Inception 3/3/2016
The NXS Climate Optimum Prospective VT Index is a dynamic strategy index exposed to a basket of European stocks selected for the dynamism of their strategy and performance related to climate, in a systematic risk framework including a 15% vol target.

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 systematic 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 -0.31% 3.77% 0.79% 3.87% -7.46% 0.39% 5.85%
Volatility n/a 12.95% 16.40% 8.86% 13.66% 12.44% 13.19%
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 6/2/2009
Annualized return
Information Ratio
Max Drawdown
7.90% 12.94% 0.61 -25.13%
The index is the exclusive property of Natixis. Natixis has signed a contract with Solactive wherein Solactive undertakes to calculate and maintain the Index. The Index is not sponsored, promoted, sold or supported in any other manner by Solactive nor does Solactive offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Level at any time or in any other respect.