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SGI Credit Europe Strangle Premium Index

Index level: 1008.18 as of 15/01/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.70 % +1.16 % +24.67 % +1.30 % -0.72 %
Annualized Performance +1.30 % -0.24 %
Annualized Volatility +147.75 % +66.01 % +1.50 % +55.61 % +37.00 %
Sharpe Ratio -- --
Max Drawdown -19.54 % -19.54 % -0.02 % -19.54 % -20.82 %

The SGI Credit Europe Strangle Premium Index has been backtested since 24/01/2006 and calculated since 06/07/2015.
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 Credit Europe Strangle Premium Index is administered and calculated by Markit. For more information, see www.markit.com. Markit makes no representation and expressly disclaims all warranties of accuracy, merchantability or fitness for a particular purpose or use with respect to The SGI Credit Europe Strangle Premium Strategyor any data included therein, or any data from which it is based or as to results to be obtained from the use of the The SGI Credit Europe Strangle Premium Strategy. Markit does not sponsor, endorse, sell, or promote any investment fund or other vehicle that is offered by Société Générale or third parties and that seeks to provide an investment return based on the returns of the The SGI Credit Europe Strangle Premium Strategy.

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