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 ** |
1798/1427 |
| 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 | 0.76 | 0.68 |
| Correlation 1 |
0.38 | 0.68 | 0.67 | 0.63 | 0.61 |
| Returns 2 |
-3.07% | 12.33% | 20.08% | 15.52% | 5.59% |
| Standard Deviation | NA | 11.20% | 12.16% | 12.82% | 15.81% |