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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 92.33    
High 100.00 Low 90.54
Annualized Return (%) -3.98 Volatility 3.00
Sharpe Ratio -1.21 Sortino Ratio -1.57
Max Drawdown (%) -9.46    
Daily Return (%) -0.08 Month-to-Date Return (%) -0.53
3 Month Return (%) 1.33 6 Month Return (%) -1.51
YTD Return (%) -0.87 12 Month Return (%) -1.46
Risk Free Rate (%) -0.36    
Monthly Return Statistics
Average Return (%) -0.32 Average Positive Return (%) 0.60
Number of +ve Months 8 % +ve Months (%) 32.00
Average Negative Return (%) -0.74 Best Month (Aug 2019) (%) 1.94
Maximum Monthly Drawdown (%) -1.71    
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% -0.53%
Announcements
No announcements for this index.