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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 -5.12 % -10.90 % -12.86 % -15.39 % -7.20 %
Annualized Performance -15.39 % -2.46 %
Annualized Volatility +12.90 % +7.24 % +6.05 % +5.60 % +7.68 %
Sharpe Ratio -2.75 -0.32
Max Drawdown -4.43 % -11.27 % -13.40 % -15.30 % -17.53 %

The SGI Convex US Treasury Index has been backtested since 13/07/1982 and calculated since 06/01/2014.
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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