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  • Nifty50 TR 2X Leverage

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    Dr. Mukesh Jindal
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    The NIFTY50 TR 2x Leverage Index seeks to generate twice the daily return of the NIFTY 50 index by allowing investors to leverage their exposure beyond available cash. The index value is calculated as the previous day's value multiplied by 1 plus twice the daily return of the NIFTY 50 minus borrowing costs. Higher leverage means higher risk, as evidenced by the index's higher standard deviation compared to the underlying NIFTY 50.

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    The NIFTY50 TR 2x Leverage Index seeks to generate twice the daily return of the NIFTY 50 index by allowing investors to leverage their exposure beyond available cash. The index value is calculated as the previous day's value multiplied by 1 plus twice the daily return of the NIFTY 50 minus borrowing costs. Higher leverage means higher risk, as evidenced by the index's higher standard deviation compared to the underlying NIFTY 50.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    5 views1 page

    Nifty50 TR 2X Leverage

    Uploaded by

    Dr. Mukesh Jindal
    The NIFTY50 TR 2x Leverage Index seeks to generate twice the daily return of the NIFTY 50 index by allowing investors to leverage their exposure beyond available cash. The index value is calculated as the previous day's value multiplied by 1 plus twice the daily return of the NIFTY 50 minus borrowing costs. Higher leverage means higher risk, as evidenced by the index's higher standard deviation compared to the underlying NIFTY 50.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    September 30, 2021

    Leverage Index is designed to generate multiple time return of the underlying index in situations where the investor borrows funds to
    generate index exposure beyond his/her cash position.

    NIFTY50 TR 2x Leverage Index seeks twice the index return on a daily basis.

    Index is designed to provide magnified exposure to NIFTY 50 index.

    Index value calculation:


    NIFTY50 TR 2x Leverage Index Value = Previous day’s NIFTY50 TR 2x Leverage Index Value * (1+ NIFTY50 TR 2x Leverage
    Index Return)

    Index return calculation:


    NIFTY50 TR 2x Leverage Index Return = 2*((Current NIFTY 50 TR Index Value/previous day NIFTY 50 TR Index Value)-1)-
    (previous days CBLO rate /360)*(diff. in no. of days between today and previous trading day))

    Portfolio Characteristics Statistics


    Launch Date June 30, 2014 Since
    QTD YTD 1 Year 5 Years
    Inception
    Base Date April 02, 2009
    Returns (%) # 24.95 55.10 137.50 25.39 22.39
    Base Value 1000
    Since
    Calculation Frequency Real-Time 1 Year 5 Years
    Inception
    Std. Deviation * 30.74 36.44 37.42

    # QTD,YTD and 1 year returns are absolute returns.Returns for greater than one year are CAGR returns. * Average daily standard deviation annualised

    Disclaimer: All information contained herewith is provided for reference purpose only. NSE Indices Limited (formerly known as India Index Services & Products Limited-IISL) ensures accuracy
    and reliability of the above information to the best of its endeavors. However, NSE Indices Limited makes no warranty or representation as to the accuracy, completeness or reliability of any of
    the information contained herein and disclaim any and all liability whatsoever to any person for any damage or loss of any nature arising from or as a result of reliance on any of the information
    provided herein. The information contained in this document is not intended to provide any professional advice.

    Contact Us:
    Email: indices@nse.co.in | Tel: +91 22 26598386 | Fax: +91 22 26598120
    Learn more at: www.niftyindices.com
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