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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 -0.12 % -7.70 % -8.69 % -14.23 % +0.98 %
Annualized Performance -14.23 % +0.33 %
Annualized Volatility +8.81 % +9.01 % +8.32 % +8.07 % +7.91 %
Sharpe Ratio -- --
Max Drawdown -2.39 % -11.62 % -13.52 % -17.99 % -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.


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