| Analysis at 7/9/2020 | YTD | 1 year | 3 years | 5 years |
|---|---|---|---|---|
| Performance | -11.06% | -3.71% | 3.90% | 8.50% |
| Analysis at 7/9/2020 | 1 year | 3 years | 5 years |
|---|---|---|---|
| Volatility | 19.33% | 14.55% | 14.10% |
| Negative volatility | 16.75% | 11.42% | 10.71% |
| Sharpe | Neg | 0.18 | 0.23 |
| Sortino | Neg | 0.23 | 0.30 |
| 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | ||
| Lyxor Index Europe SE Cap EUR | 9.64% | 2.18% | 10.76% | -10.55% | 27.21% | -11.06% | |
| Equity Europe (Emerging & Developed Markets) | 25.76% | -10.99% | 16.72% | 9.41% | 20.43% | 5.89% | |