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SGI Curve Carry Spread USD Index

Index level: 979.74 as of 08/11/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.08 % -0.04 % -0.16 % -0.42 % -1.22 %
Annualized Performance -0.42 % -0.41 %
Annualized Volatility +0.42 % +0.77 % +1.63 % +1.54 % +1.01 %
Sharpe Ratio -0.27 -0.41
Max Drawdown -0.08 % -0.31 % -1.13 % -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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