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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 +3.48 % -9.94 % -9.75 % -5.32 % +3.27 %
Annualized Performance -5.32 % +1.08 %
Annualized Volatility +5.17 % +24.15 % +21.88 % +17.29 % +10.59 %
Sharpe Ratio -0.31 0.10
Max Drawdown -0.31 % -21.74 % -21.74 % -21.74 % -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.