Scilla Global Equity (simulation+fund)
| Scilla Global Equity (simulation+fund) | S&P Global Low Volatility index (SPGLLVUN), SEK | |
|---|---|---|
| Return (CAGR) | 9.64% | 8.21% |
| Year-to-Date | 11.23% | 11.06% |
| Month-to-Date | -1.08% | -1.53% |
| Volatility | 11.68% | 11.95% |
| Sharpe Ratio | 0.85 | 0.72 |
| Sortino Ratio | 1.19 | 1.02 |
| Jensen's Alpha | 2.70% | |
| Information Ratio | 0.20 | |
| Tracking Error (weekly) | 4.82% | |
| Index Beta (weekly) | 0.93 | |
| Capture Ratio (monthly) | 1.10 | |
| Worst Month | -12.25% | -12.92% |
| Comparison Start | 2006-01-03 | 2006-01-03 |
| Comparison End | 2026-08-20 | 2026-08-20 |
Scilla Global Equity (simulation+fund)
S&P Global Low Volatility index (SPGLLVUN), SEK