SGI European Value Hedged Index

Index level: 1461.444 as of 02/02/2023
Factsheet

Graph

Historical data
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.

Login to add this product to your favorites

Linked news

7 MAR 2017
Index level correction

On February 9th 2017; SG notified the Index Calculation Agent of an error that had occurred in the calculation of the level of the following indices; <SGEPVBE>, <SGEPQBE>, <SGEPLBE>, <SGEPMBE>,<SGEPPBE>, <SGEPCBE>, <SGEPSBE>, <SGEPVQBE>, <SGEPVAE>, <SGEPQAE>, <SGEPLAE>, <SGEPMAE>, <SGEPPAE>, <SGEPCAE>, <SGEPSAE>, <SGEPVQAE>, <SGEPQCAE>, <SGEPVXBE>, <SGEPVXAE>, <SGEPQXAE>, <SGEPQXBE>, <SGEPQCBE>, <SGEPLRE>, <SGEPQRE>, <SGEPVRE>, <SGEPPRE>, <SGEPQ2RE>, <SGEPCRE>, <SGEQR>, <SGEQD>, published from January 06th 2017 until February 10th 2017.

The error was due to an incorrect rebalancing performed on January 6th 2017. Following the notification of the error; the levels of the indices have been restated the February 13th 2017. The levels of the indices are now available in Bloomberg and in the SGI website
All news