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Multi Asset Global Futures EUR Index

Index level: 1833.75 as of 14/11/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.72 % +4.40 % +8.38 % +5.16 % +19.56 %
Annualized Performance +5.16 % +6.13 %
Annualized Volatility +5.81 % +5.73 % +5.64 % +5.81 % +5.88 %
Sharpe Ratio 0.89 1.04
Max Drawdown -1.60 % -3.70 % -3.70 % -3.90 % -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.

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