SG Smart Low Vol Index

Index level: 1704.400 as of 01/02/2023

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.73 % -9.31 % -0.73 % -9.12 % -12.85 %
Annualized Performance -9.12 % -4.48 %
Annualized Volatility +2.47 % +9.78 % +2.47 % +9.80 % +12.99 %
Sharpe Ratio -0.93 -0.34
Max Drawdown -0.73 % -9.56 % -0.73 % -14.28 % -16.98 %

The SG Smart Low Vol Index has been backtested since 30/03/2016 and calculated since 15/06/2016.
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 SG Smart Low Vol Index is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG.

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