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 | 60 |
| Dividend Yield * |
11.42% |
| 52 Week High/Low ** |
674/590 |
| Company Name | Weight(%) |
|---|---|
| Oxford Lane Capital Corp | 3.15% |
| Xai Octagon Floating Rate Al | 2.53% |
| Goldman Sachs Bdc Inc | 2.43% |
| Triplepoint Venture Growth Bdc Corp | 2.31% |
| Fs Kkr Capital Corp | 2.30% |
| Statistic | QTD | YTD | 1 Year | 3 Year | Since Base Date |
|---|---|---|---|---|---|
| Beta 1 |
0.27 | 0.94 | 0.92 | 0.75 | 0.56 |
| Correlation 1 |
0.38 | 0.67 | 0.67 | 0.63 | 0.55 |
| Returns 2 |
-3.09% | 2.98% | 6.98% | 4.76% | -4.36% |
| Standard Deviation | NA | 11.12% | 12.15% | 12.92% | 15.88% |