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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 -2.38 % -15.53 % -15.75 % -15.74 % -17.69 %
Annualized Performance -15.74 % -6.28 %
Annualized Volatility +5.52 % +11.40 % +11.27 % +10.33 % +8.21 %
Sharpe Ratio -- --
Max Drawdown -1.62 % -15.08 % -15.64 % -16.36 % -26.39 %

The SGI Double Short 10Y US Treasury Note Index has been backtested since 10/02/2000 and calculated since 01/05/2013.
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.


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