You have to validate the disclaimer to access this website.

SGI Curve Carry Spread USD Index

Index level: 979.06 as of 19/09/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.03 % -0.22 % -0.22 % -0.53 % -1.41 %
Annualized Performance -0.53 % -0.47 %
Annualized Volatility +0.29 % +2.04 % +1.78 % +1.53 % +1.01 %
Sharpe Ratio -0.34 -0.47
Max Drawdown -0.06 % -0.83 % -1.13 % -1.17 % -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.


Login to add this product to your favorites