SGI Cross Asset Trend Following VT 3% Index

Index level: 217.782 as of 02/02/2023

Graph

For comparison purpose Index level basis 100 as of —

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.79 % -1.17 % -0.79 % +1.70 % +5.21 %
Annualized Performance +1.70 % +1.71 %
Annualized Volatility +1.22 % +3.09 % +1.22 % +3.07 % +3.10 %
Sharpe Ratio 0.55 0.55
Max Drawdown -0.56 % -3.70 % -0.56 % -3.70 % -3.70 %

The SGI Cross Asset Trend Following VT 3% Index has been backtested since 08/01/1992 and calculated since 15/03/2017.
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 Cross Asset Trend Following VT 3% Index is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to calculate the Index. S&P® is a registered trademark of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and, these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices” and its related stylized mark(s) have been licensed for use by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones, nor any of their affiliates sponsor and promote the Index and none shall be liable for any errors or omissions in calculating the Index.

Login to add this product to your favorites