INDEX
-1.19 %
12 months
Top 100 US companies ranked by S-Factor Supply Chain metrics.
Name | S-Factor Supply Chain US 100 Index |
Stage | live |
Calculation Frequency | eod |
Bloomberg Ticker | |
FIGI | |
Start Time | 2015-01-01 21:00:00 |
End Time | |
Created At | 2022-11-17 16:29:43 |
7.41 %
3.91 %
2.82 %
2.15 %
2.09 %
1.99 %
1.77 %
1.76 %
1.72 %
1.65 %
7d | 30d | ytd | |
---|---|---|---|
returns | 0.13% | 0.46% | -1.02% |
7d | 30d | ytd | |
---|---|---|---|
sharpe | 0.51 | 0.46 | -0.09 |
volatility | 14.19% | 12.99% | 23.69% |