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 -0.23 % -1.77 % -7.93 % -10.71 % -6.97 %
Annualized Performance -10.71 % -2.38 %
Annualized Volatility +9.55 % +9.52 % +8.46 % +8.30 % +7.76 %
Sharpe Ratio -- --
Max Drawdown -2.57 % -7.10 % -13.52 % -14.64 % -18.11 %

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.


Login to add this product to your favorites