Backtest against benchmark
With each sector's part of the backtest, to 31 December 2024
Performance (%)
Risk (%)
1M
6M
1Y
3Y
5Y
Vol
Max DD
Backtest
1.5
−1.0
5.2
87.9
71.3
24.9
−39.7
Benchmark
1.4
−6.2
4.7
89.7
77.9
22.9
−38.8
Relative
0.1
5.1
0.5
−1.8
−6.6
8.4
−12.7
Utilities
0.4
0.7
2.1
14.8
29.5
2.6
–
Industrials
0.3
−0.8
−1.7
−2.6
−14.1
3.6
–
Communication Services
−0.6
0.7
2.1
11.6
11.4
2.6
–
Financials
0.0
−1.1
−1.3
5.7
11.3
1.9
–
Materials
0.1
0.1
0.6
13.1
11.0
2.6
–
Other sectors
1.3
−0.6
3.4
45.3
22.1
11.6
–
Notes: Source: Synthetic data. Sectors' figures are their parts of the backtest's. Risk over five years, volatility annualised.