Sygnia Itrix MSCI World ETF
Provider: Sygnia
Sygnia Itrix MSCI World is an exchange-traded fund registered in South Africa. The Fund's objective is to replicate the performance of the MSCI World Index.
| Annualised Return | 12.44% |
| Realised Volatility | 15.51% |
| Downside Volatility | 8.74% |
| Max Drawdown | -33.14% |
| Winning months | 59.31% |
| Sharpe Ratio | 0.8 |
| Sortino Ratio | 1.42 |
| Calmar Ratio | 0.38 |
| Viking Ratio | 0.57 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.01% | -2.86% | -4.9% | -5.75% | |||||||||
| 2024 | 2.15% | 6.49% | 1.89% | -3.38% | 1.81% | 0.84% | 0.54% | -1.25% | -0.97% | 0.95% | 6.09% | 2.83% | 19.06% |
| 2023 | 8.73% | 1.78% | 0.77% | 4.4% | 5.73% | 1.32% | -1.61% | 4.3% | -3.98% | -4.13% | 10.59% | 3.51% | 34.87% |
| 2022 | -8.13% | -1.93% | -1.43% | -0.88% | -2.55% | -4.2% | 9.62% | -2.29% | -3.81% | 8.22% | -2.4% | -1.23% | -11.65% |
| 2021 | 2.23% | 1.69% | 0.27% | 2.77% | -3.63% | 4.42% | 4.47% | 2.21% | -0.09% | 5.65% | 3.5% | 3.06% | 29.62% |
| 2020 | 6.64% | -6.61% | 1.27% | 12.55% | -0.24% | 2.24% | 3.16% | 5.82% | -3.79% | -6.31% | 7.49% | -0.82% | 21.43% |
| 2019 | -1.53% | 9.54% | 4.32% | 2.48% | -3.85% | 2.68% | 2.17% | 4.39% | 2.41% | 0.95% | -0.12% | -1.59% | 23.38% |
| 2018 | 0.92% | -3.83% | -1.85% | 5.46% | 1.33% | 9.35% | -2.47% | 13.27% | -2.85% | -2.61% | -6.22% | -3.21% | 5.6% |
| 2017 | -0.62% | -0.33% | 3.65% | 1.42% | 0.76% | 1.09% | 2.62% | -1.59% | 5.74% | 8.03% | -2.62% | -6.84% | 10.99% |
| 2016 | -5.66% | 0.61% | -1.93% | -2.34% | 11.86% | -8.69% | -0.63% | 5.59% | -6.37% | -2.08% | 4.3% | 1.23% | -5.7% |
| 2015 | -1.85% | 5.41% | 3.05% | 0.38% | 2.11% | -1.42% | 4.86% | -1.85% | 0.32% | 8.28% | 3.8% | 7.83% | 34.81% |
| 2014 | 2.58% | 0.62% | -1.5% | 0.34% | 2.53% | 2.55% | -0.49% | 0.92% | 6.07% | -4.86% | 2.45% | 4.7% | 16.6% |
| 2013 | 8.96% | 0.36% | 5.19% | 0.38% | 13.2% | -4.67% | 4.97% | 0.93% | 2.51% | 3.84% | 3.85% | 4.91% | 53.11% |
| 2012 | 1.48% | 1.25% | 3.8% | -1.19% | 0.3% | -0.6% | 3.06% | 5.3% | 0.65% | 4.27% | 2.77% | -1.07% | 21.66% |
| 2011 | 10.41% | -0.42% | -1.92% | 0.33% | 1.95% | -3.31% | -3.2% | -2.51% | 4.8% | 8.27% | -0.72% | -1.35% | 11.83% |
| 2010 | -3.66% | 4.98% | -0.57% | 2.27% | -6.44% | -1.46% | 12.19% | -13.04% | 3.75% | 2.41% | 0.94% | 0.48% | -0.31% |
| 2009 | -0.56% | -10.51% | 0.51% | -1.51% | 3.06% | -4.38% | 6.3% | 6.42% | -1.97% | 4.38% | -1.93% | 2.05% | 0.56% |
| 2008 | -1% | 1.18% | -4.97% | -9.08% | 4.75% | -3.3% | -4.59% | -6.86% | -0.97% | -22.85% |