What is the Nasdaq-100 Volatility Control 5% Index (XNDX5E)?

The Nasdaq-100 Volatility Control 5% Index (XNDX5E) is a financial index designed to provide exposure to the Nasdaq-100 while aiming to control volatility. This index uses a rules-based methodology to adjust its exposure to the underlying Nasdaq-100 Index based on current market volatility levels. When volatility exceeds a predefined threshold, it reduces its exposure to mitigate risk, and increases exposure when volatility falls back within acceptable limits. This approach aims to deliver performance with potentially lower volatility compared to directly holding the Nasdaq-100 Index.

How does the Nasdaq-100 Volatility Control 5% Index (XNDX5E) manage volatility?

The XNDX5E index manages volatility through a dynamic, rules-based strategy. It employs an algorithm that measures the 20-day moving average of the implied volatility of the Nasdaq-100 Index options (commonly referred to as the VIX for the Nasdaq-100). When implied volatility exceeds a threshold of 25%, the index reduces its exposure to the underlying Nasdaq-100 Index to decrease risk. Conversely, when implied volatility falls below 20%, the index increases its exposure. The goal is to maintain a consistent level of volatility around 5%, hence the name "Volatility Control 5% Index."

What are the benefits of investing in the XNDX5E index?

Investing in the XNDX5E index offers several benefits: Volatility Management: The index aims to provide exposure to the Nasdaq-100 with reduced volatility, which can help protect investors from sharp market downturns. Consistent Risk Profile: By maintaining volatility around a target of 5%, the index offers a more predictable risk profile compared to investing directly in the Nasdaq-100. Potential for Enhanced Risk-Adjusted Returns: By controlling volatility, the index may offer better risk-adjusted returns over time, making it an attractive option for investors looking to balance growth and risk. Diversification: For investors already exposed to high-volatility assets, adding XNDX5E can provide diversification benefits and potentially smoother investment performance.

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Nasdaq-100 Volatility Control 5%™ Index

Denne tilgang søger at tilbyde en balanceret investeringsmulighed for dem, der ønsker at deltage i Nasdaq-100® med kontrolleret risiko.

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Nasdaq-100 Volatility Control 5%™ Index sigter mod 5% volatilitet ved hjælp af truVol® prognoser til at justere indekset, hvilket øger eller reducerer eksponeringen til Nasdaq-100 Total Return™ Index. XNDX5E giver adgang til Nasdaq-100®, et af verdens førende large-cap indekser med eksponering til innovative vækst- og teknologiselskaber. Dette indeks er ideelt til at prioritere kapitalbevaring og eksponering til potentielle markedsgevinster, hvilket gør det velegnet til pensionsplanlægning og langsigtede finansielle mål.

Volatilitet kontrollerede indekser kan være velegnede til principal beskyttede produkter, hvor de kan give markedsrelaterede afkast gennem dynamisk eksponering til Nasdaq-100 Total Return™ Index, mens de mindsker nedsiderisiko ved at bruge intradag og daglige justeringer baseret på markedsbegivenheder.

Hvordan fungerer Volatilitetsstyring, og hvorfor er det afgørende?

Startdato	31. Juli 2023
Ticker	XNDX5E™
Type	Merafkast
Vægtning	Volatilitetsstyret
Rebalancing	Dagligt
Volatility Target	5.0%

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