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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 +0.02 % +2.75 % +0.13 % +5.11 % +15.24 %
Annualized Performance +5.11 % +4.84 %
Annualized Volatility +3.92 % +3.68 % +3.39 % +4.40 % +4.39 %
Sharpe Ratio 1.16 1.10
Max Drawdown -1.10 % -3.04 % -1.22 % -3.04 % -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