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Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +2.51 % +0.72 % -0.50 % +2.15 % +7.93 %
Annualized Performance +2.15 % +2.58 %
Annualized Volatility +7.09 % +5.95 % +6.22 % +6.42 % +6.74 %
Sharpe Ratio 0.33 0.38
Max Drawdown -1.76 % -4.50 % -5.27 % -5.27 % -9.15 %

The Multi Asset Global Futures EUR Index has been calculated since 01/06/2018.
THE FIGURES RELATING TO PAST PERFORMANCES AND SIMULATED PAST PERFORMANCES REFER OR RELATE TO PAST PERIODS AND ARE NOT A RELIABLE INDICATOR OF FUTURE RESULTS. THIS ALSO APPLIES TO HISTORICAL MARKET DATA.


The Multi Asset Global Futures EUR Index (EUR – Excess Return) is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG.

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