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SGI European Dividend Constant Maturity 3Y Beta Hedged

Index level: 675.89 as of 06/04/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -23.94 % -26.31 % -26.02 % -30.16 % -28.92 %
Annualized Performance -30.16 % -10.76 %
Annualized Volatility +60.96 % +26.12 % +35.48 % +18.69 % +12.10 %
Sharpe Ratio -1.61 -0.89
Max Drawdown -26.15 % -32.04 % -32.04 % -35.59 % -41.60 %

The SGI European Dividend Constant Maturity 3Y Beta Hedged has been backtested since 15/01/2010 and calculated since 24/11/2017.
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 SGI European Dvd Constant Maturity 3Y Beta Hedged Index (EUR – Excess Return) is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG.

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