The Indxx Private Credit Index tracks the performance of the Business Development Corporations (BDCs) and Closed-End Funds (CEFs), trading in the US, with significant exposure to private credit, as defined by Indxx. The index has been backtested to August 31, 2013 and has a live calculation date of January 31, 2019.
Index Characteristics
Base Date | 08/31/2013 |
No. of Constituents | 56 |
Dividend Yield * |
8.34% |
52 Week High/Low ** |
1396/1132 |
Company Name | Weight(%) |
---|---|
Oxford Lane Capital Corp | 3.70% |
Nuveen Credit Strategies Income Fund | 3.38% |
Fs Kkr Capital Corp | 2.81% |
Apollo Investment Corp | 2.79% |
Blackrock Capital Investment Corp | 2.39% |
Statistic | QTD | YTD | 1 Year | 3 Year | Since Base Date |
---|---|---|---|---|---|
Beta 1 |
0.27 | 0.95 | 0.94 | 0.78 | 0.70 |
Correlation 1 |
0.38 | 0.70 | 0.70 | 0.66 | 0.63 |
Returns 2 |
8.87% | -6.27% | -3.30% | 4.13% | 2.75% |
Standard Deviation | 10.18% | 16.05% | 13.28% | 28.13% | 16.09% |