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About SG Index
| 1 M | 6 M | YTD | 1 Y | 3 Y | |
|---|---|---|---|---|---|
| Cumulative Performance | +2.41 % | +2.64 % | +2.41 % | -3.22 % | -1.90 % |
| Annualized Performance | -3.22 % | -0.64 % | |||
| Annualized Volatility | +0.49 % | +12.06 % | +0.49 % | +14.01 % | +78.98 % |
| Sharpe Ratio | -- | -- | |||
| Max Drawdown | +0.00 % | -4.82 % | +0.00 % | -8.68 % | -35.86 % |
The SGI Absolute Strategies Index has been backtested since 21/07/2009 and calculated since 28/10/2014.
THE FIGURES RELATING TO PAST PERFORMANCES AND SIMULATED PAST PERFORMANCES REFER OR RELATE TO PAST PERIODS AND ARE NOT A RELIABLE INDICATOR OF FUTURE RESULTS. THIS ALSO APPLIES TO HISTORICAL MARKET DATA.
The SGI Absolute Strategies Index “Index”) is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to calculate the Index. S&P® is a registered trademark of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and, these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices” and its related stylized mark(s) have been licensed for use by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones, nor any of their affiliates sponsor and promote the Index and none shall be liable for any errors or omissions in calculating the Index.