Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.39 % -3.94 % -4.27 % -3.77 % -0.75 %
Annualized Performance -3.77 % -0.25 %
Annualized Volatility +4.81 % +5.34 % +7.10 % +6.99 % +7.15 %
Sharpe Ratio -0.54 -0.04
Max Drawdown -0.51 % -6.34 % -9.89 % -9.89 % -9.89 %

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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