Suggested topics
Who should I contact for more information on an index?
How to add an index to your favorites?
About SG Index
| 1 M | 6 M | YTD | 1 Y | 3 Y | |
|---|---|---|---|---|---|
| Cumulative Performance | -3.90 % | +4.38 % | +1.92 % | +6.65 % | +53.52 % |
| Annualized Performance | +6.65 % | +15.36 % | |||
| Annualized Volatility | +25.97 % | +17.27 % | +17.24 % | +15.27 % | +29.83 % |
| Sharpe Ratio | -- | -- | |||
| Max Drawdown | -4.88 % | -6.83 % | -6.83 % | -6.83 % | -39.91 % |
The SGI US Carry Index has been backtested since 04/04/2002 and calculated since 19/01/2016.
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.
The SGI US Carry Index (the “Index”) is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to calculate the Index. S&P® is a registered trademark of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and, these trademarks have been licensed to S&P Dow Jones Indices.] “Calculated by S&P Dow Jones Indices” and its related stylized mark(s) have been licensed for use by [SG]. Neither S&P Dow Jones Indices, SPFS, Dow Jones, nor any of their affiliates sponsor and promote the Index and none shall be liable for any errors or omissions in calculating the Index.