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LOIM Long Equity Volatility EUR Index

Index level: 130.09 as of 13/08/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -2.47 % +29.22 % +28.79 % +32.21 % --
Annualized Performance +32.21 % --
Annualized Volatility +6.50 % +26.96 % +24.15 % +19.05 % --
Sharpe Ratio 1.69 --
Max Drawdown -4.62 % -13.63 % -13.63 % -13.63 % --

The LOIM Long Equity Volatility EUR Index has been calculated since 01/11/2018.
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.

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