INDEX
5.83 %
12 months
An alpha-seeking diversified portfolio of fixed-income ETFs.
| Name | BX/FolioBeyond Dynamic Volatility Fixed Income Index |
| Stage | live |
| Calculation Frequency | eod |
| Bloomberg Ticker | |
| FIGI | |
| Start Time | 2010-12-31 21:00:00 |
| End Time | |
| Created At | 2023-11-15 18:56:59 |
| Base Currency | local |
| Weighting Constraints | None |
| Adjustments | Dividend Split |
| 7d | 30d | ytd | |
|---|---|---|---|
| returns | -0.24% | 0.46% | 5.68% |
| 7d | 30d | ytd | |
|---|---|---|---|
| sharpe | -3.29 | 2.36 | 1.46 |
| volatility | 3.55% | 2.44% | 4.06% |