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About SG Index
| 1 M | 6 M | YTD | 1 Y | 3 Y | |
|---|---|---|---|---|---|
| Cumulative Performance | +0.06 % | -10.66 % | -10.62 % | -7.08 % | +1.28 % |
| Annualized Performance | -7.08 % | +0.43 % | |||
| Annualized Volatility | +18.82 % | +34.90 % | +34.76 % | +24.96 % | +16.41 % |
| Sharpe Ratio | -- | -- | |||
| Max Drawdown | -5.25 % | -34.06 % | -34.06 % | -34.06 % | -34.06 % |
The SG Global Quality Income Index has been backtested since 09/04/2002 and calculated since 14/05/2012.
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 following amendments have been made to the Global Quality Income Index Rules
1.The quarterly rebalancing is smoothed linearly over 5 days (previously 1 day)
2.The Index is now based on a stock-selection process generating a number of components comprised between 75 and 125 stocks (previously between 25 and 75 stocks)
They are effective on June 30 th, 2017 for the following indices.
Due to recent dividend cuts announced by companies following the recent markets drawdowns, we used a second data source to cross-check dividends used for April rebalancing. Therefore, any company that cancelled its next dividend according to this second data source was excluded from the selection process.