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SGI Beta Leveraged Low Volatility US Index

Index level: 226.41 as of 24/04/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.17 % +12.38 % +21.35 % +19.37 % +49.90 %
Annualized Performance +19.37 % +14.44 %
Annualized Volatility +11.31 % +25.02 % +15.74 % +20.65 % +17.73 %
Sharpe Ratio -- --
Max Drawdown -2.33 % -21.58 % -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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