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|1 M||6 M||YTD||1 Y||3 Y|
|Cumulative Performance||+0.00 %||+0.00 %||+0.00 %||+2.26 %||-6.17 %|
|Annualized Performance||+2.26 %||-2.10 %|
|Annualized Volatility||--||--||--||+5.99 %||+10.71 %|
|Max Drawdown||--||--||--||-2.55 %||-11.33 %|
The SGI Price Momentum Europe Index has been backtested since 15/01/2003 and calculated since 06/07/2015.
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.
Bloomberg Finance L.P. and its affiliates (collectively, “Bloomberg”) are not affiliated with Société Générale and do not approve, endorse, review, or recommend the SGI Price Momentum Europe Index. Bloomberg does not guarantee the timeliness, accurateness, or completeness of any data or information relating to the SGI Price Momentum Europe Index. Bloomberg makes no warranty, express or implied, as to the SGI Price Momentum Europe Index or any data or values relating thereto or results to be obtained therefrom, and expressly disclaims all warranties of merchantability and fitness for a particular purpose with respect thereto. To the maximum extent allowed by law, Bloomberg, its licensors, and its and their respective employees, contractors, agents, suppliers, and vendors shall have no liability or responsibility whatsoever for any injury or damages—whether direct, indirect, consequential, incidental, punitive, or otherwise—arising in connection with the SGI Price Momentum Europe Index or any data or values relating thereto—whether arising from their negligence or otherwise.