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SGI Emerging Markets Mean Reversion

Index level: 770.82 as of 02/04/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -5.57 % -12.43 % -4.39 % -28.62 % -24.04 %
Annualized Performance -28.62 % -8.76 %
Annualized Volatility +116.67 % +50.61 % +70.59 % +38.60 % +27.30 %
Sharpe Ratio -0.74 -0.32
Max Drawdown -16.92 % -19.79 % -16.92 % -34.01 % -34.01 %

The SGI Emerging Markets Mean Reversion has been backtested since 03/01/2006 and calculated since 03/09/2013.
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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