You have to validate the disclaimer to access this website.

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -12.02 % -13.97 % -15.67 % -13.20 % -4.48 %
Annualized Performance -13.20 % -1.51 %
Annualized Volatility +37.55 % +16.03 % +22.25 % +11.82 % +8.03 %
Sharpe Ratio -1.12 -0.19
Max Drawdown -17.02 % -20.06 % -20.06 % -20.06 % -20.06 %

The SGI Credit Europe Crossover has been backtested since 22/06/2004 and calculated since 20/03/2014.
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 Index are administered and calculated by Markit. For more information, see www.markit.com