Indices
Indxx US Fallen Knives Index
The Indxx US Fallen Knives Index is designed to track the performance of companies listed in the United States that have generated negative returns in the recent past, but are candidates for likely revival in the future, on account of their sound financial health.The index has been backtested to August 31, 2012 and has a live calculation date of April 27, 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.
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 | 08/31/2012 |
| No. of Constituents | 50 |
| Dividend Yield * |
1.79% |
| 52 Week High/Low ** |
5765/3540 |
* Trailing 12 months data for current year portfolio
** Trailing 12 months
Top 5 Index Constituents
| Company Name | Weight(%) |
|---|---|
| Sarepta Therapeutics Ord | 5.90% |
| Gds Holdings Adr Rep 8 Ord | 5.17% |
| Citrix Systems Ord | 5.09% |
| Invitae Ord | 5.06% |
| Coupa Software Ord | 4.81% |
Index Risk & Return Statistics
| Statistic | QTD | YTD | 1 Year | 3 Year | Since Base Date |
|---|---|---|---|---|---|
| Beta 1 |
0.78 | 0.89 | 0.90 | 0.93 | 0.97 |
| Correlation 1 |
0.70 | 0.94 | 0.92 | 0.85 | 0.77 |
| Returns 2 |
-6.45% | 12.26% | 51.83% | 27.92% | 20.13% |
| Standard Deviation | 20.20% | 20.83% | 22.35% | 26.21% | 21.01% |
1W.R.T.: Indxx 500 Index TR
2As of last trading day.