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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 +2.60 % -22.04 % -22.11 % -18.48 % -19.56 %
Annualized Performance -18.48 % -7.00 %
Annualized Volatility +4.45 % +23.72 % +21.68 % +17.28 % +14.39 %
Sharpe Ratio -1.07 -0.49
Max Drawdown -0.37 % -28.38 % -28.85 % -28.85 % -29.84 %

The SGI RP Tail Premium has been backtested since 04/01/2007 and calculated since 28/08/2014.
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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