Scilla Global Equity
| Scilla Global Equity | S&P Global Low Volatility index (SPGLLVUN), SEK | |
|---|---|---|
| Return (CAGR) | 8.72% | 7.61% |
| Year-to-Date | 14.77% | 13.25% |
| Month-to-Date | 0.14% | -0.14% |
| Volatility | 11.25% | 11.12% |
| Sharpe Ratio | 0.80 | 0.72 |
| Sortino Ratio | 1.08 | 0.98 |
| Jensen's Alpha | 2.96% | |
| Information Ratio | 0.13 | |
| Tracking Error (weekly) | 5.76% | |
| Index Beta (weekly) | 0.90 | |
| Capture Ratio (monthly) | 1.11 | |
| Worst Month | -12.25% | -12.92% |
| Comparison Start | 2019-02-12 | 2019-02-12 |
| Comparison End | 2026-10-05 | 2026-10-05 |
Scilla Global Equity
S&P Global Low Volatility index (SPGLLVUN), SEK