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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 +0.69 % -7.89 % -12.26 % -12.30 % -11.50 %
Annualized Performance -12.30 % -3.99 %
Annualized Volatility +15.22 % +9.02 % +7.29 % +6.88 % +7.86 %
Sharpe Ratio -1.79 -0.51
Max Drawdown -2.94 % -10.20 % -14.82 % -14.82 % -18.88 %

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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