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Description
Portfolio Concept Global Systematic Strategie Series 6 Index
Details
Guide
Historical Inception Date 29-Sep-2017          
Index Live Date 29-Sep-2017          
Bloomberg Id N/A          
Reuters Id N/A          
Return Data
Current Level 86.45    
High 100.00 Low 86.22
Annualized Return (%) -5.14 Volatility 3.10
Sharpe Ratio -1.53 Sortino Ratio -1.99
Max Drawdown (%) -13.78    
Daily Return (%) 0.03 Month-to-Date Return (%) -0.25
3 Month Return (%) -2.51 6 Month Return (%) -5.49
YTD Return (%) -5.35 12 Month Return (%) -4.79
Risk Free Rate (%) -0.39    
Monthly Return Statistics
Average Return (%) -0.41 Average Positive Return (%) 0.48
Number of +ve Months 10 % +ve Months (%) 28.57
Average Negative Return (%) -0.77 Best Month (Aug 2019) (%) 1.94
Maximum Monthly Drawdown (%) -1.97    
Excel + Portfolio Concept Global Systematic Strategie Series 6 Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 0.00% -0.63% -0.71% -0.11%
2018 -0.35% -1.71% 0.98% -1.04% -0.28% 0.19% -1.21% -1.06% -0.88% 0.16% 0.02% -0.42%
2019 0.91% -0.13% -0.71% -1.54% -1.33% 0.38% 0.19% 1.94% -0.67% -0.21% -0.60% -0.14%
2020 -1.32% -1.97% 0.02% -1.05% -0.92% 0.05% -0.25%
Announcements
No announcements for this index.