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SGI Credit Europe XO Momentum Index

Index level: 912.46 as of 18/07/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.30 % -2.01 % -2.85 % -4.17 % --
Annualized Performance -4.17 % --
Annualized Volatility +1.30 % +2.73 % +2.74 % +2.88 % --
Sharpe Ratio -1.45 --
Max Drawdown -0.32 % -2.49 % -2.99 % -4.02 % --

The SGI Credit Europe XO Momentum Index has been 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.


The SGI Credit Europe XO Momentum Index is administered and calculated by Markit. For more information, see www.markit.com

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