|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 %|
|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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