Indxx Hedged Dividend Income Index

The Indxx Hedged Dividend Income Index is a sector neutral index which is designed to track the performance of a strategy utilizing long positions on high dividend paying companies, short positions on no or low dividend paying companies and long positions on Indxx Cash Index. The index has been backtested to February 28, 2003 and has a live calculation date of March 25, 2013.

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Back-tested performance is hypothetical and has certain inherent limitations. Back-tested performance differs from live performance and is included for informational purposes only.

Index Characteristics

Base Date 02/28/2003
No. of Constituents 3
Dividend Yield
*
4.45%
52 Week High/Low
**
3241/2547
* Trailing 12 months data for current year portfolio
** Trailing 12 months

Top 5 Index Constituents

Company Name Weight(%)
Indxx Hedged Dividend Long Index 101.19%
Indxx Cash 50.69%
Indxx Hedged Dividend Short Index -51.88%

Index Risk & Return Statistics

Statistic QTD YTD 1 Year 3 Year Since Base Date
Beta
1
-0.36 -0.55 -0.75 0.23 0.04
Correlation
1
-0.23 -0.32 -0.28 0.11 0.02
Returns
2
1.03% 10.41% 19.86% 4.96% 6.39%
Standard Deviation 8.14% 9.90% 14.47% 15.60% 10.65%
1W.R.T.: Indxx 500 Index TR
2As of last trading day.
Fact Sheet is not available