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SGI Equity Trend Following Index

Index level: 228.57 as of 12/07/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.22 % -1.45 % -4.52 % -12.30 % +1.06 %
Annualized Performance -12.30 % +0.35 %
Annualized Volatility +9.52 % +8.81 % +8.73 % +10.41 % +11.18 %
Sharpe Ratio -1.18 0.03
Max Drawdown -1.32 % -6.16 % -6.16 % -14.46 % -27.28 %

The SGI Equity Trend Following Index has been backtested since 06/01/1992 and calculated since 31/10/2016.
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.


The SGI Equity Trend Following Index (the “Index”) is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to calculate the Index. S&P® is a registered trademark of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and, these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices” and its related stylized mark(s) have been licensed for use by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones, nor any of their affiliates sponsor and promote the Index and none shall be liable for any errors or omissions in calculating the Index.