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SGI Curve Carry Spread EUR Index

Index level: 998.51 as of 23/01/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.03 % -0.28 % -0.03 % -0.45 % +0.08 %
Annualized Performance -0.45 % +0.03 %
Annualized Volatility +0.21 % +0.41 % +0.22 % +0.49 % +0.45 %
Sharpe Ratio -0.91 0.06
Max Drawdown -0.06 % -0.28 % -0.06 % -0.48 % -0.54 %

The SGI Curve Carry Spread EUR Index has been backtested since 29/10/1999 and calculated since 01/07/2014.
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.


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