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SGI Smart Market Neutral FS

Index level: 383.45 as of 11/11/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.13 % +0.89 % -0.19 % +2.83 % +3.26 %
Annualized Performance +2.83 % +1.08 %
Annualized Volatility +3.72 % +4.43 % +7.19 % +7.03 % +5.50 %
Sharpe Ratio 0.40 0.20
Max Drawdown -0.64 % -2.19 % -4.62 % -4.78 % -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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