SEG Active Index: US All-Cap Equities
Our active indices for all-cap equities, a product of our exclusive research and models, stand out for their unique features. These active indices are meticulously crafted to maintain low turnover, thereby reducing transaction costs and capital gains.
| Return | Std Dev | Max Drawdown | Down Capture Ratio | Up Capture Ratio | Beta | Sharpe Ratio | |
|---|---|---|---|---|---|---|---|
| US Aggressive Equity Index | 25.43% | 20.72% | -10.19% | 122.02 | 118.92 | 1.23 | 1.03 |
| US Balanced Equity Index | 21.45% | 15.68% | -6.91% | 87.12 | 93.83 | 0.94 | 1.09 |
| US Defensive Equity Index | 17.09% | 12.51% | -5.87% | 73.68 | 77.03 | 0.75 | 1.00 |
| iShares Russell 3000 ETF | 21.68% | 16.55% | -9.10% | 100.00 | 100.00 | 1.00 | 1.05 |
The US Aggressive Equity Index offers a higher risk and higher reward strategy. It is more cyclical, has a higher beta, and is more volatile relative to the market.
The US Balanced Equity Index offers a balanced approach to US equities. The index has a similar beta and volatility as the marker.
The US Defensive Equity Index offers a low-risk exposure to US equities. It is less cyclical, has a lower beta, and is less volatile relative to the market.