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SGI Euro Div Futures Index

Index level: 1.10 as of 25/02/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.02 % +0.45 % -0.04 % -0.16 % +1.50 %
Annualized Performance -0.16 % +0.50 %
Annualized Volatility +0.04 % +3.53 % +0.05 % +2.58 % +2.77 %
Sharpe Ratio -0.06 0.18
Max Drawdown -0.02 % -1.65 % -0.04 % -1.65 % -7.33 %

The SGI Euro Div Futures Index has been calculated since 16/10/2015.
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 Euro Div Futures Index is the property of SG, which has contracted with Bloomberg to maintain and calculate the Index.
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