SGI European Value Hedged Index

Index level: 1461.444 as of 02/02/2023

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +5.45 % +9.56 % +6.18 % -0.21 % -0.21 %
Annualized Performance -0.21 % -0.07 %
Annualized Volatility +6.94 % +10.49 % +6.81 % +9.67 % +9.67 %
Sharpe Ratio -0.02 -0.01
Max Drawdown -0.41 % -5.34 % -0.41 % -13.24 % -13.24 %

The SGI European Value Hedged Index has been calculated since 02/10/2015.
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 Index is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG.