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Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -1.37 % +10.52 % +17.58 % +12.95 % +13.22 %
Annualized Performance +12.95 % +4.22 %
Annualized Volatility +11.49 % +13.06 % +12.67 % +12.79 % +11.97 %
Sharpe Ratio -- --
Max Drawdown -2.17 % -11.26 % -14.13 % -14.13 % -17.71 %

The SG Global Value Beta Index has been backtested since 30/12/1994 and calculated since 20/11/2013.
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 Global Value Beta Net Total Return Index (the “Index”) was launched on November 20th, 2013. Therefore, all data for the Index prior to November 20th, 2013 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 SG Global Value Beta Net Total Return 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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