You have to validate the disclaimer to access this website.

SGI Credit NA HY Momentum Index

Index level: -77.65 as of 25/07/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.30 % +0.01 % -1.47 % -0.50 % +4.13 %
Annualized Performance -0.50 % +1.36 %
Annualized Volatility +2.63 % +2.72 % +2.95 % +3.19 % +3.31 %
Sharpe Ratio -0.16 0.41
Max Drawdown -0.63 % -2.36 % -2.71 % -3.47 % -3.47 %

The SGI Credit NA HY Momentum Index has been backtested since 25/08/2006 and calculated since 01/07/2014.
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.


The SGI Credit NA HY Momentum is administered and calculated by Markit. For more information, see  www.markit.com.

Login to add this product to your favorites