IPAM Optimized Index

Index level: 61.689 as of 24/11/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.85 % -9.56 % -12.03 % -9.94 % -20.65 %
Annualized Performance -9.94 % -7.42 %
Annualized Volatility +6.30 % +6.01 % +6.22 % +6.17 % +7.21 %
Sharpe Ratio -- --
Max Drawdown -2.25 % -10.30 % -12.55 % -13.03 % -24.94 %

The IPAM Optimized Index has been backtested since 01/10/2001 and calculated since 27/04/2015.
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 IPAM Optimised Index is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG
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