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About SG Index
| 1 M | 6 M | YTD | 1 Y | 3 Y | |
|---|---|---|---|---|---|
| Cumulative Performance | -1.53 % | +10.69 % | +11.44 % | +14.40 % | +14.86 % |
| Annualized Performance | +14.40 % | +4.73 % | |||
| Annualized Volatility | +4.81 % | +6.14 % | +6.06 % | +5.34 % | +5.74 % |
| Sharpe Ratio | 2.70 | 0.82 | |||
| Max Drawdown | -1.35 % | -2.00 % | -2.00 % | -2.00 % | -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.