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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 +0.32 % -0.50 % +3.29 % +0.79 % -2.88 %
Annualized Performance +0.79 % -0.97 %
Annualized Volatility +6.62 % +7.64 % +6.97 % +6.88 % +7.17 %
Sharpe Ratio 0.11 -0.13
Max Drawdown -1.30 % -6.12 % -6.12 % -6.12 % -18.38 %

The SGI Emerging Debt Long Short has been backtested since 09/01/2008 and calculated since 01/12/2010.
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 Emerging Debt Long Short (EUR - ER) is administered and calculated by Markit. For more information, see www.markit.com. Markit makes no representation and expressly disclaims all warranties of accuracy, merchantability or fitness for a particular purpose or use with respect to SGI Emerging Debt Long Short (EUR - ER) or any data included therein, or any data from which it is based or as to results to be obtained from the use of the SGI Emerging Debt Long Short (EUR - ER). Markit does not sponsor, endorse, sell, or promote any investment fund or other vehicle that is offered by Societe Generale or third parties and that seeks to provide an investment return based on the returns of the SGI Emerging Debt Long Short (EUR - ER).