Suggested topics
1 M | 6 M | YTD | 1 Y | 3 Y | |
---|---|---|---|---|---|
Cumulative Performance | +1.45 % | +12.87 % | +24.48 % | +19.23 % | +29.47 % |
Annualized Performance | +19.23 % | +8.99 % | |||
Annualized Volatility | +9.72 % | +12.32 % | +12.05 % | +12.67 % | +12.15 % |
Sharpe Ratio | -- | -- | |||
Max Drawdown | -2.61 % | -6.85 % | -6.85 % | -6.85 % | -19.07 % |
The SGI European Value Quality Index has been backtested since 04/04/2002 and calculated since 16/10/2015.
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.