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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 -0.23 % +1.84 % +2.24 % +4.45 % +4.52 %
Annualized Performance +4.45 % +1.48 %
Annualized Volatility +3.78 % +2.45 % +2.19 % +2.09 % +2.09 %
Sharpe Ratio 2.13 0.71
Max Drawdown -1.50 % -1.50 % -1.50 % -1.50 % -2.48 %

The SGI 10Y JGB Index has been backtested since 18/09/1987 and calculated since 02/09/2013.
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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