Scilla Global Equity (simulation+fund)
| Scilla Global Equity (simulation+fund) | S&P Global Low Volatility index (SPGLLVUN), SEK | |
|---|---|---|
| Return (CAGR) | 9.37% | 7.91% |
| Year-to-Date | 0.84% | 1.40% |
| Month-to-Date | -1.79% | -1.31% |
| Volatility | 11.77% | 12.05% |
| Sharpe Ratio | 0.82 | 0.69 |
| Sortino Ratio | 1.15 | 0.98 |
| Jensen's Alpha | 2.68% | |
| Information Ratio | 0.20 | |
| 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 | 2025-12-29 | 2025-12-29 |
Scilla Global Equity (simulation+fund)
S&P Global Low Volatility index (SPGLLVUN), SEK