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SGI Merger Arbitrage 2 USD Index

Index level: 1029.02 as of 14/08/2018

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -1.95 % -0.10 % +0.69 % -0.83 % +2.89 %
Annualized Performance -0.83 % +0.95 %
Annualized Volatility +8.79 % +10.85 % +9.88 % +9.39 % +10.92 %
Sharpe Ratio -- --
Max Drawdown -0.78 % -2.48 % -2.48 % -4.01 % -5.57 %

The SGI Merger Arbitrage 2 USD Index has been backtested since 08/01/2013 and calculated since 12/01/2016.
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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