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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 -11.13 % -10.99 % -12.76 % -9.32 % -1.00 %
Annualized Performance -9.32 % -0.33 %
Annualized Volatility +38.61 % +15.70 % +22.43 % +11.58 % +7.87 %
Sharpe Ratio -0.80 -0.04
Max Drawdown -17.49 % -20.06 % -20.06 % -20.06 % -20.06 %

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