Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +3.26 % +3.49 % -1.11 % +0.80 % +1.18 %
Annualized Performance +0.80 % +0.39 %
Annualized Volatility +10.59 % +11.42 % +9.81 % +9.40 % +11.72 %
Sharpe Ratio 0.09 0.03
Max Drawdown -1.45 % -5.59 % -9.64 % -9.80 % -21.74 %

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.