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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 +0.70 % -2.41 % +0.46 % -0.34 % +3.85 %
Annualized Performance -0.34 % +1.27 %
Annualized Volatility +2.51 % +3.69 % +2.44 % +2.96 % +2.31 %
Sharpe Ratio -0.11 0.55
Max Drawdown -0.52 % -3.64 % -0.58 % -3.64 % -3.64 %

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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