Scilla Global Equity (simulation+fund)
| Scilla Global Equity (simulation+fund) | S&P Global Low Volatility index (SPGLLVUN), SEK | |
|---|---|---|
| Return (CAGR) | 9.74% | 8.25% |
| Year-to-Date | 14.75% | 13.15% |
| Month-to-Date | 0.12% | -0.23% |
| Volatility | 11.66% | 11.92% |
| Sharpe Ratio | 0.86 | 0.73 |
| Sortino Ratio | 1.20 | 1.03 |
| Jensen's Alpha | 2.76% | |
| Information Ratio | 0.21 | |
| Tracking Error (weekly) | 4.81% | |
| 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 | 2026-10-06 | 2026-10-06 |
Scilla Global Equity (simulation+fund)
S&P Global Low Volatility index (SPGLLVUN), SEK