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Multi Asset Global Futures EUR Index

Index level: 1811.35 as of 19/07/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.29 % +5.91 % +7.06 % +2.10 % +13.33 %
Annualized Performance +2.10 % +4.26 %
Annualized Volatility +5.53 % +5.73 % +5.59 % +6.27 % +5.95 %
Sharpe Ratio 0.33 0.72
Max Drawdown -1.58 % -2.04 % -2.04 % -8.89 % -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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