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SGI VRR US Index - Vol Roll on Rates (USD - Total Return)

Index level: 1184.42 as of 24/11/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.14 % -1.05 % -0.73 % -2.32 % +2.63 %
Annualized Performance -2.32 % +0.87 %
Annualized Volatility +3.32 % +2.62 % +4.93 % +4.86 % +5.15 %
Sharpe Ratio -- --
Max Drawdown -0.64 % -1.88 % -4.00 % -4.00 % -6.56 %

The SGI VRR US Index - Vol Roll on Rates (USD - Total Return) has been backtested since 31/05/2013 and calculated since 23/04/2018.
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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