Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +4.50 % +2.06 % -4.79 % +4.05 % +31.86 %
Annualized Performance +4.05 % +9.66 %
Annualized Volatility +11.30 % +19.34 % +18.11 % +15.73 % +20.10 %
Sharpe Ratio -- --
Max Drawdown -1.45 % -15.39 % -15.39 % -15.39 % -34.59 %

The SGI Low Volatility US Index has been backtested since 10/07/2002 and calculated since 12/07/2013.
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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