Euro Risk Hedge Optimizer Enhanced Collar Index

Index level: 379.992 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 -4.71 % -2.45 % -2.90 % -5.99 % -24.45 %
Annualized Performance -5.99 % -8.92 %
Annualized Volatility +7.31 % +14.09 % +16.32 % +15.99 % +30.34 %
Sharpe Ratio -- --
Max Drawdown -3.10 % -10.29 % -11.62 % -11.62 % -45.89 %

The Euro Risk Hedge Optimizer Enhanced Collar Index has been calculated since 27/02/2012.
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 Euro Risk Hedge Optimizer Enhanced Collar Index (The "Index") is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG. The level of the Index which is displayed on this webpage as of the date t corresponds to the closing level of the Index as of the date t-1
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