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SGI Equity Strangle Premium Euro Index

Index level: 978.58 as of 19/09/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.30 % -1.45 % -2.13 % -3.25 % -0.22 %
Annualized Performance -3.25 % -0.07 %
Annualized Volatility +3.24 % +5.46 % +5.06 % +5.62 % +5.30 %
Sharpe Ratio -- --
Max Drawdown -1.41 % -3.73 % -4.30 % -4.30 % -9.01 %

The SGI Equity Strangle Premium Euro Index has been backtested since 31/01/2003 and calculated since 25/02/2014.
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 Equity Strangle Premium Euro Index is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG.
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