Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.53 % +4.22 % -0.67 % +0.39 % -1.99 %
Annualized Performance +0.39 % -0.67 %
Annualized Volatility +2.35 % +2.69 % +2.34 % +3.57 % +2.48 %
Sharpe Ratio 0.11 -0.27
Max Drawdown -0.75 % -1.21 % -0.90 % -4.64 % -8.41 %

The SGI MOD EUR 2 has been backtested since 01/04/1999 and calculated since 01/02/2012.
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.