Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
The Index aims to provide exposure to 3 funds, more specifically to their volatility controlled excess return over the 3-month Warsaw Interbank rate. The choice of funds is determined by the relative momentum of the bond and equity asset class as measured by a bespoke signal in the index
Details
Guide guide summary legal
Historical Inception Date 28-Dec-2012          
Index Live Date 01-Sep-2014          
Bloomberg Id CSTMGLST          
Reuters Id N/A          
Return Data
Current Level 118.77    
High 126.06 Low 102.91
Annualized Return (%) 4.66 Volatility 8.88
Sharpe Ratio 0.52 Sortino Ratio 0.61
Max Drawdown (%) -11.74    
Daily Return (%) -0.07 Month-to-Date Return (%) 1.61
3 Month Return (%) 0.21 6 Month Return (%) 2.17
YTD Return (%) 5.91 12 Month Return (%) -2.87
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.40 Average Positive Return (%) 1.62
Number of +ve Months 25 % +ve Months (%) 67.57
Average Negative Return (%) -2.15 Best Month (Oct 2017) (%) 3.20
Maximum Monthly Drawdown (%) -8.32    
Excel + Universal Strategies Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 1.76% 0.73% 1.48% 2.06%
2017 1.47% 2.93% 1.66% 1.84% -0.12% -0.85% -0.50% -0.61% 0.63% 3.20% -0.23% 1.55%
2018 1.05% -4.06% -2.52% 0.49% 2.52% 0.22% 2.22% 2.14% -0.54% -8.32% -1.63% 0.13%
2019 1.07% 1.04% 2.00% 2.90% -3.64% 2.72% 1.02% -2.74% 1.61%
Announcements
No announcements for this index.