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SBELS35N VaR Controlled EUR Total Return Index

Index level: 213.11 as of 26/05/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.27 % -16.84 % -16.19 % -17.57 % -26.52 %
Annualized Performance -17.57 % -9.76 %
Annualized Volatility +13.96 % +14.51 % +15.90 % +11.43 % +8.71 %
Sharpe Ratio -- --
Max Drawdown -5.18 % -19.37 % -18.71 % -22.86 % -29.93 %

The SBELS35N VaR Controlled EUR Total Return Index has been backtested since 06/06/2005 and calculated since 23/11/2017.
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.


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