K Europe Low Volatility Beta Adjusted Index

Index level: 133.200 as of 25/11/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +8.47 % -10.22 % -16.71 % -10.54 % +2.21 %
Annualized Performance -10.54 % +0.73 %
Annualized Volatility +16.22 % +20.62 % +22.07 % +21.48 % +23.75 %
Sharpe Ratio -- --
Max Drawdown -2.13 % -22.88 % -29.74 % -29.74 % -43.63 %

The K Europe Low Volatility Beta Adjusted Index has been backtested since 30/03/2001 and calculated since 22/04/2015.
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 K Europe Low Volatility Beta Adjusted Index is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG
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