Indices

Indxx Developed Ex-US Tactical Managed Risk Index

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.

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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 10/02/2008
No. of Constituents 0
Dividend Yield
*
1.46%
52 Week High/Low
**
2107/1596
* Trailing 12 months data for current year portfolio
** Trailing 12 months

Index Risk & Return Statistics

Statistic QTD YTD 1 Year 3 Year Since Base Date
Beta
1
NA 0.76 0.71 0.30 0.37
Correlation
1
NA 0.80 0.79 0.64 0.61
Returns
2
0.93% 9.26% 25.80% 6.18% 5.71%
Standard Deviation 11.25% 12.48% 13.32% 11.17% 12.55%
1W.R.T.: Indxx 500 Index TR
2As of last trading day.
Fact Sheet is not available