Scilla Global Equity (simulation+fund)
| Scilla Global Equity (simulation+fund) | S&P Global Low Volatility index (SPGLLVUN), SEK | |
|---|---|---|
| Return (CAGR) | 9.57% | 8.19% |
| Year-to-Date | 8.20% | 9.24% |
| Month-to-Date | 3.30% | 4.80% |
| Volatility | 11.71% | 11.98% |
| Sharpe Ratio | 0.84 | 0.72 |
| Sortino Ratio | 1.18 | 1.02 |
| Jensen's Alpha | 2.65% | |
| 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 | 2026-06-23 | 2026-06-23 |
Scilla Global Equity (simulation+fund)
S&P Global Low Volatility index (SPGLLVUN), SEK