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Multi Asset Global Futures EUR Index

Index level: 1914.64 as of 18/02/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +2.77 % +2.59 % +4.96 % +9.27 % +20.65 %
Annualized Performance +9.27 % +6.46 %
Annualized Volatility +6.12 % +7.15 % +5.55 % +6.50 % +6.19 %
Sharpe Ratio 1.43 1.04
Max Drawdown -0.86 % -4.31 % -0.86 % -4.31 % -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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