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SGI Beta Leveraged Low Volatility US Index

Index level: 220.59 as of 29/05/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.62 % -18.71 % -19.38 % -7.70 % +23.20 %
Annualized Performance -7.70 % +7.20 %
Annualized Volatility +23.50 % +82.48 % +90.98 % +58.82 % +38.55 %
Sharpe Ratio -- --
Max Drawdown -4.06 % -54.37 % -54.37 % -54.37 % -54.37 %

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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