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SGI PH Profitabilty Factor Europe Index

Index level: 106.96 as of 08/15/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -4.58 % -5.20 % -2.43 % -11.21 % -4.98 %
Annualized Performance -11.21 % -1.69 %
Annualized Volatility +6.37 % +9.01 % +8.45 % +8.94 % +7.84 %
Sharpe Ratio -- --
Max Drawdown -4.58 % -7.66 % -7.66 % -13.43 % -13.43 %

The SGI PH Profitabilty Factor Europe Index has been calculated since 25/02/2016.
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 SGI PH Prftblty Factor Europe Index (the “Index”) was launched on February 25th, 2016. Therefore, all data for the Index prior to February 25th, 2016 represent an application by Solactive A.G. of the index methodology in order to reconstruct hypothetical historical data. Results during these periods may have been different (perhaps considerably) had the Index actually been in existence. The SGI PH Prftblty Factor Europe Index (the “Index”) is the exclusive property of Societe Generale. Societe Generale has signed a contract with Solactive AG wherein Solactive AG undertakes to calculate and maintain the Index. The Index is not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Level at any time or in any other respect.

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