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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 +5.40 % -54.21 % -53.01 % -62.53 % -67.14 %
Annualized Performance -62.53 % -30.99 %
Annualized Volatility +58.00 % +68.31 % +60.35 % +58.67 % +58.36 %
Sharpe Ratio -- --
Max Drawdown -9.05 % -64.39 % -64.68 % -71.21 % -81.79 %

The SGI Gold x5 Short has been backtested since 29/12/2006 and calculated since 13/08/2012.
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 Gold x5 Short Index (The "Index") is the sole and exclusive property of Société Générale ("SG"). SG has contracted with Standard & Poor's ("S&P") to maintain and calculate the Index. S&P shall have no liability for errors or omissions in calculating the Index.