Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +5.66 % +1.55 % -3.70 % +3.50 % +31.26 %
Annualized Performance +3.50 % +9.49 %
Annualized Volatility +12.03 % +18.01 % +18.08 % +17.64 % +20.69 %
Sharpe Ratio -- --
Max Drawdown -1.05 % -14.10 % -17.71 % -17.71 % -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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