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SGI Beta Leveraged Low Volatility US Index

Index level: 261.42 as of 20/08/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.28 % +18.75 % +39.23 % +23.59 % +54.97 %
Annualized Performance +23.59 % +15.72 %
Annualized Volatility +30.07 % +17.94 % +18.37 % +22.36 % +18.49 %
Sharpe Ratio -- --
Max Drawdown -5.79 % -6.42 % -6.42 % -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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