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SGI Beta Leveraged Low Volatility US Index

Index level: 246.81 as of 19/06/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +5.51 % +26.82 % +33.72 % +29.20 % +54.00 %
Annualized Performance +29.20 % +15.48 %
Annualized Volatility +16.54 % +21.40 % +16.10 % +20.63 % +17.94 %
Sharpe Ratio -- --
Max Drawdown -3.10 % -11.67 % -3.91 % -21.58 % -21.58 %

The SGI Beta Leveraged Low Volatility US Index has been backtested since 15/01/2003 and calculated since 12/07/2013.
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.


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