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SGI Cross Asset Trend Following

Index level: 1070.86 as of 11/10/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.28 % +6.51 % +3.73 % +7.37 % -2.81 %
Annualized Performance +7.37 % -0.95 %
Annualized Volatility +5.80 % +12.31 % +11.58 % +11.89 % +10.68 %
Sharpe Ratio 0.62 -0.09
Max Drawdown -1.32 % -8.19 % -8.19 % -8.19 % -17.48 %

The SGI Cross Asset Trend Following has been backtested since 08/01/1992 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 Cross Asset 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.