Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.80 % +0.80 % -1.89 % -1.64 % -0.08 %
Annualized Performance -1.64 % -0.03 %
Annualized Volatility +3.34 % +7.90 % +7.56 % +7.62 % +7.19 %
Sharpe Ratio -0.21 -0.00
Max Drawdown -0.78 % -6.44 % -6.44 % -6.44 % -8.97 %

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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