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SGI Optimized payers 5Y strategy - EUR Index

Index level: 911.62 as of 02/12/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.02 % -0.57 % -1.40 % -1.25 % --
Annualized Performance -1.25 % --
Annualized Volatility +0.34 % +0.37 % +0.62 % +0.68 % --
Sharpe Ratio -1.83 --
Max Drawdown -0.12 % -0.69 % -1.39 % -1.52 % --

The SGI Optimized payers 5Y strategy - EUR Index has been calculated since 15/06/2016.
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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