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SGI Beta Leveraged Low Volatility US Index

Index level: 213.02 as of 15/02/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +11.35 % +5.74 % +16.67 % +18.76 % +58.41 %
Annualized Performance +18.76 % +16.57 %
Annualized Volatility +13.67 % +26.22 % +20.30 % +22.14 % +17.79 %
Sharpe Ratio -- --
Max Drawdown -0.53 % -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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