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SGI Curve Carry Spread USD Index

Index level: 980.56 as of 21/02/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.10 % +0.15 % +0.10 % -0.10 % -0.98 %
Annualized Performance -0.10 % -0.33 %
Annualized Volatility +0.22 % +0.28 % +0.21 % +1.53 % +0.98 %
Sharpe Ratio -0.06 -0.34
Max Drawdown -0.02 % -0.08 % -0.03 % -1.13 % -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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