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SGI Merger Arbitrage 2 CHF Index

Index level: 931.25 as of 10/09/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.69 % -2.60 % -1.33 % -1.95 % -6.57 %
Annualized Performance -1.95 % -2.24 %
Annualized Volatility -- +7.45 % +7.42 % +11.56 % +8.43 %
Sharpe Ratio -- --
Max Drawdown -0.19 % -3.67 % -4.44 % -4.97 % -7.83 %

The SGI Merger Arbitrage 2 CHF Index has been calculated since 03/05/2016.
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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