You have to validate the disclaimer to access this website.

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.86 % +5.83 % +7.08 % +3.93 % +18.78 %
Annualized Performance +3.93 % +5.90 %
Annualized Volatility +3.88 % +4.68 % +4.84 % +4.73 % +4.32 %
Sharpe Ratio 0.83 1.37
Max Drawdown -0.56 % -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