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SGI VR 10Y20Y EU Index - Vol on Rates (EUR - Total Return)

Index level: 785.79 as of 15/01/2021

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.63 % -8.21 % -1.13 % -4.65 % --
Annualized Performance -4.65 % --
Annualized Volatility +3.40 % +5.02 % +4.06 % +9.08 % --
Sharpe Ratio -- --
Max Drawdown -1.20 % -9.00 % -1.19 % -12.19 % --

The SGI VR 10Y20Y EU Index - Vol on Rates (EUR - Total Return) has been calculated since 30/10/2018.
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.


The SGI VR 10Y20Y EU Index (the “Index”) is the exclusive property of Societe Generale. Societe Generale has signed a contract with Solactive AG wherein Solactive AG undertakes to calculate and maintain the Index. The Index is not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Level at any time or in any other respect.