SGI Credit Europe XO Momentum Index

Index level: 881.971 as of 06/12/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +3.07 % +2.54 % -1.61 % -1.05 % -1.41 %
Annualized Performance -1.05 % -0.47 %
Annualized Volatility +7.96 % +5.70 % +6.32 % +6.10 % +97.07 %
Sharpe Ratio -0.17 -0.00
Max Drawdown -1.06 % -5.11 % -5.11 % -5.11 % -71.13 %

The SGI Credit Europe XO Momentum Index has been 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.


The SGI Credit Europe XO Momentum Index is administered and calculated by Markit. For more information, see www.markit.com

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