| UBS Multi Asset Engle SGD Index (Hypothetical Simulation) UBS Multi Asset Engle SGD Index Actual Data | ||||
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Annualized Return (p.a)
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Max Drawdown
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Time To Recovery
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Volatility (p.a)
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Index Daily Values
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Monthly Returns show all
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | -0.8% | 0.0% | 1.2% | -1.3% | -2.8% | 2.4% | 2.6% | 1.2% | |||||
| 2009 | -1.5% | -2.1% | 3.0% | 0.5% | 1.7% | -0.4% | 2.6% | 1.9% | 2.3% | 1.2% | 4.4% | -2.7% | 11.2% |
| 2010 | 0.3% | 0.8% | 2.3% | 1.6% | -0.1% | 0.8% | 2.5% | 1.0% | 4.0% | 1.7% | 0.1% | 0.2% | 16.2% |
| 2011 | 0.6% | 1.7% | -0.8% | 3.3% | 0.7% | -2.2% | 2.5% | 2.1% | -2.1% | 1.6% | 0.7% | 1.4% | 9.7% |
| 2012 | 3.2% | 2.0% | 1.0% | -0.4% | -1.2% | 0.5% | 0.8% | -0.1% | 1.5% | -1.5% | 0.2% | -1.2% | 4.8% |
| 2013 | 2.0% | 0.2% | 2.5% | 1.2% | -1.1% | -1.5% | 2.1% | -1.3% | 2.4% | 3.2% | 0.5% | -1.4% | 8.8% |
| 2014 | -1.5% | 3.6% | -0.8% | 0.0% | 2.6% | 2.4% | -1.3% | 4.3% | -2.7% | 1.2% | 3.3% | -1.9% | 9.2% |
| 2015 | 1.9% | -0.3% | -1.3% | -0.6% | -0.7% | -1.1% | -0.8% | -1.6% | 0.1% | 2.5% | -2.1% | -0.4% | -4.4% |
| 2016 | -1.0% | 2.2% | 2.5% | 0.1% | 0.1% | 2.7% | 2.5% | -0.9% | -0.1% | -1.6% | 2.1% | 0.5% | 9.3% |
| 2017 | 1.8% | 4.1% | 0.0% | 2.0% | 2.1% | -0.6% | 2.1% | 0.5% | -0.1% | 2.2% | 3.3% | 2.0% | 21.2% |
| 2018 | 6.1% | -1.8% | -1.6% | -0.5% | -0.1% | -0.6% | 0.3% | 2.3% | -1.5% | -2.4% | 0.5% | 0.4% | 0.9% |
| 2019 | 4.1% | 0.4% | 2.3% | 1.9% | -0.7% | 4.6% | 0.4% | 1.9% | -0.8% | 0.5% | 2.5% | 1.0% | 19.6% |
| 2020 | 0.5% | 2.3% | 1.9% | 2.2% | 1.0% | 1.3% | 3.0% | 3.3% | -1.6% | -1.5% | 1.5% | 1.6% | 16.5% |
| 2021 | -0.8% | 0.2% | 0.3% | 2.9% | 0.6% | 1.1% | 2.2% | 1.0% | -3.8% | 3.1% | 0.6% | 0.9% | 8.4% |
| 2022 | -3.9% | -1.1% | 1.3% | -2.0% | 0.1% | -2.3% | 1.2% | -1.8% | -2.1% | 0.5% | 1.4% | -0.4% | -8.9% |
| 2023 | 2.2% | -1.1% | 2.0% | 0.8% | -0.3% | 3.8% | 0.8% | -1.8% | -3.2% | -0.4% | 3.0% | 2.2% | 8.2% |
| 2024 | 0.1% | 0.6% | 2.6% | -1.9% | 1.3% | 1.3% | 1.4% | 2.3% | 1.1% | -2.0% | 1.7% | -2.6% | 6.0% |
| 2025 | 0.8% | -0.7% | -0.3% | 0.9% | 0.1% | 2.2% | 0.6% | 1.6% | 5.4% |
Source: UBS, MerQube.
Data collected from June 18, 2008 to August 29, 2025. The UBS Multi Asset Engle SGD Index is live since July 16, 2025, any data shown prior to the live date is simulated. Past performance is no indication or guarantee of future performance. The return results provided herein are illustrative only and were derived by means of a retroactive application of a back-casted model designed with the benefit of hindsight. These back-casted, hypothetical, historical annualized Index returns have inherent limitations. No representation is made that in the future the Index will have the returns shown. Alternative modeling techniques or assumptions might produce significantly different results and may prove to be more appropriate. Actual annualized returns may vary materially from this analysis. The Index could underperform relative to other indices, including equity indices. In addition, the Index is an excess return index and is comprised of futures contracts, which include implicit financing costs. The financing cost reflects the cost of funding a hypothetical investment in the asset underlying a futures contract. Any increase in market interest rates is expected to increase this implicit financing cost. Such implicit financing costs will adversely affect the performance of relevant future contract and of the Index consequently.
Please refer to the Selected risk considerations for additional information on the Index.