Scilla Global Equity
| Scilla Global Equity | S&P Global Low Volatility index (SPGLLVUN), SEK | |
|---|---|---|
| Return (CAGR) | 8.07% | 7.31% |
| Year-to-Date | 4.62% | 6.21% |
| Month-to-Date | 7.04% | 7.04% |
| Volatility | 11.49% | 11.33% |
| Sharpe Ratio | 0.73 | 0.68 |
| Sortino Ratio | 0.99 | 0.92 |
| Jensen's Alpha | 2.58% | |
| Information Ratio | 0.09 | |
| Tracking Error (weekly) | 5.82% | |
| Index Beta (weekly) | 0.90 | |
| Capture Ratio (monthly) | 1.08 | |
| Worst Month | -12.25% | -12.92% |
| Comparison Start | 2019-02-12 | 2019-02-12 |
| Comparison End | 2026-02-27 | 2026-02-27 |
Scilla Global Equity
S&P Global Low Volatility index (SPGLLVUN), SEK