Scilla Global Equity (simulation+fund)
| Scilla Global Equity (simulation+fund) | S&P Global Low Volatility index (SPGLLVUN), SEK | |
|---|---|---|
| Return (CAGR) | 9.43% | 8.08% |
| Year-to-Date | 3.61% | 5.43% |
| Month-to-Date | 2.17% | 0.75% |
| Volatility | 11.74% | 12.01% |
| Sharpe Ratio | 0.83 | 0.71 |
| Sortino Ratio | 1.16 | 1.00 |
| Jensen's Alpha | 2.61% | |
| Information Ratio | 0.19 | |
| Tracking Error (weekly) | 4.82% | |
| Index Beta (weekly) | 0.93 | |
| Capture Ratio (monthly) | 1.09 | |
| Worst Month | -12.25% | -12.92% |
| Comparison Start | 2006-01-03 | 2006-01-03 |
| Comparison End | 2026-04-15 | 2026-04-15 |
Scilla Global Equity (simulation+fund)
S&P Global Low Volatility index (SPGLLVUN), SEK