You have to validate the disclaimer to access this website.

Multi Asset Global Futures EUR Index

Index level: 1816.71 as of 05/12/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.87 % +2.96 % +7.38 % +4.50 % +18.40 %
Annualized Performance +4.50 % +5.79 %
Annualized Volatility +8.14 % +6.17 % +5.91 % +5.94 % +5.99 %
Sharpe Ratio 0.76 0.97
Max Drawdown -1.97 % -4.29 % -4.29 % -4.29 % -8.89 %

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.

Login to add this product to your favorites