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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 +1.74 % -0.43 % -0.43 % +0.06 % +13.93 %
Annualized Performance +0.06 % +4.44 %
Annualized Volatility +5.66 % +8.14 % +8.14 % +7.58 % +6.71 %
Sharpe Ratio 0.01 0.66
Max Drawdown -0.58 % -8.97 % -8.97 % -8.97 % -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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