SGI European Low Beta Hedged Index

Index level: 2234.739 as of 18/08/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.17 % -0.02 % -0.82 % -0.42 % +1.86 %
Annualized Performance -0.42 % +0.62 %
Annualized Volatility +4.30 % +5.85 % +5.56 % +5.08 % +6.23 %
Sharpe Ratio -0.08 0.10
Max Drawdown -0.82 % -5.19 % -5.19 % -5.19 % -11.76 %

The SGI European Low Beta Hedged Index has been backtested since 30/03/2001 and calculated since 01/09/2015.
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 SGI European Low Vol Beta Hedged is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG.

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