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SGI Curve Carry Spread USD Index

Index level: 983.71 as of 21/09/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.17 % +0.85 % +0.42 % +0.47 % -0.88 %
Annualized Performance +0.47 % -0.30 %
Annualized Volatility +0.38 % +0.47 % +0.61 % +0.54 % +0.98 %
Sharpe Ratio 0.87 -0.30
Max Drawdown -0.05 % -0.19 % -0.55 % -0.55 % -1.93 %

The SGI Curve Carry Spread USD Index has been backtested since 30/06/1994 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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