Indices
Indxx Private Credit Index
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.
Powered By
Back-tested performance is hypothetical and has certain inherent limitations. Back-tested performance differs from live performance and is included for informational purposes only.
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 | 08/31/2013 |
| No. of Constituents | 59 |
| Dividend Yield * |
8.87% |
| 52 Week High/Low ** |
1687/1059 |
* Trailing 12 months data for current year portfolio
** Trailing 12 months
Top 5 Index Constituents
| Company Name | Weight(%) |
|---|---|
| Oxford Lane Capital Corp | 4.02% |
| Nuveen Credit Strategies Income Fund | 3.25% |
| Blackrock Capital Investment Corp | 2.76% |
| Eagle Point Credit Co Inc | 2.71% |
| Fs Kkr Capital Corp | 2.69% |
Index Risk & Return Statistics
| Statistic | QTD | YTD | 1 Year | 3 Year | Since Base Date |
|---|---|---|---|---|---|
| Beta 1 |
0.27 | 0.94 | 0.92 | 0.76 | 0.68 |
| Correlation 1 |
0.38 | 0.68 | 0.67 | 0.63 | 0.61 |
| Returns 2 |
1.83% | 28.84% | 53.49% | 8.84% | 6.57% |
| Standard Deviation | 9.38% | 10.01% | 11.25% | 27.06% | 16.26% |
1W.R.T.: Indxx 500 Index TR
2As of last trading day.