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SG Global Quality Income Index

Index level: 1847.63 as of 12/13/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.28 % +5.27 % +18.61 % +13.45 % +15.39 %
Annualized Performance +13.45 % +4.89 %
Annualized Volatility +7.61 % +8.08 % +7.44 % +7.79 % +8.00 %
Sharpe Ratio -- --
Max Drawdown -2.12 % -5.19 % -5.19 % -5.36 % -12.16 %

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 SGI Index(es) 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(es). The Index(es) 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 Indexes and/or trade marks of the Index(es) or the levels of the Index(es) at any time or in any other respect.

 

 

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