The Indxx Developed Ex-US Tactical Managed Risk Index derives its performance from a tactical strategy that employs market-data based signals to allocate between equity and fixed income asset classes, with a view to managing portfolio risk by reducing equity exposure during high volatility regimes, and increasing equity participation during low volatility periods. The index has been backtested to October 02, 2008 and has a live calculation date of May 19, 2020.
Index Characteristics
| Base Date | 10/02/2008 |
| No. of Constituents | 0 |
| Dividend Yield * |
3.40% |
| 52 Week High/Low ** |
1930/1684 |
| Statistic | QTD | YTD | 1 Year | 3 Year | Since Base Date |
|---|---|---|---|---|---|
| Beta 1 |
0.27 | 0.77 | 0.77 | 0.31 | 0.38 |
| Correlation 1 |
0.77 | 0.79 | 0.79 | 0.64 | 0.61 |
| Returns 2 |
-2.08% | -0.02% | 2.59% | 1.86% | 3.82% |
| Standard Deviation | NA | 12.73% | 12.25% | 11.58% | 12.30% |