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 | 58 |
Dividend Yield * |
11.44% |
52 Week High/Low ** |
1768/1416 |
Company Name | Weight(%) |
---|---|
Eagle Point Credit Co Inc | 3.65% |
Oxford Lane Capital Corp | 3.33% |
Sixth Street Specialty Lending | 2.73% |
Nuveen Credit Strategies Income Fund | 2.69% |
Xai Octagon Floating Rate Al | 2.59% |
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 |
1.48% | 1.48% | -9.24% | 28.26% | 4.79% |
Standard Deviation | 16.66% | 16.66% | 17.12% | 18.35% | 16.11% |