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SGI Beta Leveraged Low Volatility US Index

Index level: 246.89 as of 25/02/2021

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -1.66 % +0.25 % -1.84 % -17.19 % +33.68 %
Annualized Performance -17.19 % +10.16 %
Annualized Volatility +15.44 % +17.54 % +14.53 % +59.11 % +37.79 %
Sharpe Ratio -- --
Max Drawdown -4.20 % -100.00 % -5.00 % -100.00 % -100.00 %

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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