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Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.21 % +4.45 % +9.55 % +7.86 % +18.31 %
Annualized Performance +7.86 % +5.76 %
Annualized Volatility +2.85 % +4.58 % +4.80 % +5.10 % +4.14 %
Sharpe Ratio 1.54 1.39
Max Drawdown -0.73 % -2.66 % -2.80 % -3.12 % -5.75 %

The SGI Credit North America HY 100 has been backtested since 26/01/2005 and calculated since 01/07/2013.
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.


The SGI Credit North America HY 100 (USD - ER) are administered and calculated by Markit. For more information, see www.markit.com.