Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.09 % +4.14 % +7.71 % +2.24 % -12.19 %
Annualized Performance +2.24 % -4.24 %
Annualized Volatility +3.19 % +10.90 % +12.65 % +9.08 % +7.49 %
Sharpe Ratio 0.25 -0.57
Max Drawdown -0.77 % -4.32 % -2.81 % -7.50 % -21.99 %

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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