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Indxx performance report

http://www.indxx.com/analytics.php - Our Analytics practice is designed to identify key problem areas and provide critical insights through extensive analytical & quantitative analysis, helping asset managers in gathering assets and gaining a competitive advantage.

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Indxx performance report

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  1. INDXX PERFORMANCE REPORT

  2. PERFORMANCE REPORT • Performance Report provides critical insights on the performance of the portfolio over short-term and long-term time horizons, covering aspects such as returns, risk, risk-adjusted returns, alpha and other key parameters used by industry. The report also helps the Portfolio Manager evaluate the portfolio’s performance over a benchmark across different time frames.

  3. Table 1 : Portfolio Characteristics • Base Date 02/29/2008 • Beginning of Period 02/01/2015 • End of Period 04/30/2015 • Portfolio IndxxSuperDividendUS Low Volatility Index • Benchmark S&P 500 • PortfolioBeginning Value $305,647,000 • Portfolio Ending Value $305,983,000

  4. Table 2 : Key Statistics • No. of Constituents 50 • Returns* 0.46% • Volatility* 10.17% • Beta** 0.67 • Value-at-Risk (95% Confidence Interval) 13.04% • R Square** 0.51 • t-stat** 7.91 • *Annualized Values • **With respect to benchmark

  5. Contact us • Website : http://www.indxx.com • Address: • USA: 470 Park Avenue South, Suite 8SNew York, NY 10016 1 844 55 INDXX (46399) • India: 930 B3, Spaze I Tech Park,Sec-49, Sohna Road,Gurgaon 122018+91 124 4291430/31 • UK: 40 Bank Street, 30th Floor,London E14 5NR+44 (0) 203 290 3623

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