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SGI Equity Tail Risk US Index

Index level: 118.51 as of 24/02/2021

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.82 % +0.16 % +0.67 % +50.64 % +41.45 %
Annualized Performance +50.64 % +12.25 %
Annualized Volatility +4.63 % +12.31 % +4.53 % +30.91 % +18.14 %
Sharpe Ratio 1.64 0.68
Max Drawdown -0.78 % -9.04 % -0.84 % -26.68 % -26.68 %

The SGI Equity Tail Risk US Index has been backtested since 20/01/2000 and calculated since 12/05/2017.
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 Equity Tail Risk US Index is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

 

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