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SGI Smart Market Neutral FS

Index level: 438.44 as of 18/09/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.70 % +6.47 % +13.81 % +15.98 % +17.10 %
Annualized Performance +15.98 % +5.40 %
Annualized Volatility +8.36 % +5.40 % +6.02 % +5.38 % +5.82 %
Sharpe Ratio 2.97 0.93
Max Drawdown -1.17 % -2.76 % -2.76 % -2.76 % -6.00 %

The SGI Smart Market Neutral FS has been backtested since 23/06/2000 and calculated since 01/12/2016.
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 Smart Market Neutral FS Index (USD - ER) (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 maintain and calculate the Index. S&P® is a registered trademarks 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 Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Index. The S&P GSCI Agricultural and Livestock index, the S&P GSCI Energy index, and the S&P GSCI Industrial Metals index are the exclusive property of S&P Dow Jones Indices, its affiliates and/or their third party licensor(s) and has been licensed for use by SG in connection with the Index.

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