SG Smart Low Vol Index

Index level: 1704.620 as of 06/12/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.26 % -11.27 % -10.44 % -8.78 % -10.31 %
Annualized Performance -8.78 % -3.56 %
Annualized Volatility +1.05 % +11.35 % +10.19 % +10.21 % +13.05 %
Sharpe Ratio -0.86 -0.27
Max Drawdown -0.02 % -11.52 % -14.28 % -14.28 % -16.98 %

The SG Smart Low Vol Index has been backtested since 30/03/2016 and calculated since 15/06/2016.
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 SG Smart Low Vol Index is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG.

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