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Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.03 % -2.53 % -3.94 % -8.37 % -9.52 %
Annualized Performance -8.37 % -3.28 %
Annualized Volatility +0.02 % +3.63 % +4.03 % +7.20 % +6.76 %
Sharpe Ratio -1.16 -0.48
Max Drawdown -0.03 % -3.82 % -3.95 % -10.47 % -18.89 %

The SGI Convex US Treasury Index has been backtested since 13/07/1982 and calculated since 06/01/2014.
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.


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