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Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.44 % +1.97 % +7.56 % +3.18 % +18.52 %
Annualized Performance +3.18 % +5.83 %
Annualized Volatility +4.41 % +5.06 % +4.96 % +5.05 % +4.42 %
Sharpe Ratio 0.63 1.32
Max Drawdown -0.63 % -2.72 % -2.72 % -5.20 % -5.20 %

The SGI Credit Europe Crossover has been backtested since 22/06/2004 and calculated since 20/03/2014.
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 Index are administered and calculated by Markit. For more information, see www.markit.com