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SGI Optimized payers 5Y strategy - EUR Index

Index level: 911.11 as of 11/01/2021

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.06 % -0.40 % +0.02 % -1.32 % --
Annualized Performance -1.32 % --
Annualized Volatility +0.59 % +0.35 % +0.31 % +0.57 % --
Sharpe Ratio -2.32 --
Max Drawdown -0.07 % -0.50 % -0.00 % -1.33 % --

The SGI Optimized payers 5Y strategy - EUR Index has been calculated since 15/06/2016.
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.


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