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About SG Index
| 1 M | 6 M | YTD | 1 Y | 3 Y | |
|---|---|---|---|---|---|
| Cumulative Performance | -0.02 % | -0.22 % | +0.66 % | -1.93 % | +3.94 % |
| Annualized Performance | -1.93 % | +1.30 % | |||
| Annualized Volatility | +2.44 % | +6.03 % | +5.75 % | +6.57 % | +5.13 % |
| Sharpe Ratio | -- | -- | |||
| Max Drawdown | -0.80 % | -3.44 % | -3.44 % | -6.56 % | -6.56 % |
The SGI VRR US Index - Vol Roll on Rates (USD - Total Return) has been backtested since 31/05/2013 and calculated since 23/04/2018.
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.
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 VRR US Index - Vol Roll on Rates. Bloomberg does not guarantee the timeliness, accurateness, or completeness of any data or information relating to the SGI VRR US Index - Vol Roll on Rates. Bloomberg makes no warranty, express or implied, as to the SGI VRR US Index - Vol Roll on Rates 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 VRR US Index - Vol Roll on Rates or any data or values relating thereto—whether arising from their negligence or otherwise.