|1 M||6 M||YTD||1 Y||3 Y|
|Cumulative Performance||-0.84 %||-0.24 %||+0.03 %||-2.38 %||+4.06 %|
|Annualized Performance||-2.38 %||+1.34 %|
|Annualized Volatility||+12.66 %||+8.72 %||+9.12 %||+8.49 %||+10.28 %|
|Max Drawdown||-0.82 %||-2.48 %||-2.48 %||-4.38 %||-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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