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SGI Curve Carry Spread USD Index

Index level: 978.84 as of 02/04/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.08 % +0.00 % -0.07 % -0.20 % -1.19 %
Annualized Performance -0.20 % -0.40 %
Annualized Volatility +1.45 % +0.64 % +0.85 % +0.70 % +1.00 %
Sharpe Ratio -0.29 -0.40
Max Drawdown -0.49 % -0.55 % -0.55 % -0.65 % -2.05 %

The SGI Curve Carry Spread USD Index has been backtested since 30/06/1994 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.


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