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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 -0.14 % -4.90 % -4.92 % -6.49 % -3.34 %
Annualized Performance -6.49 % -1.13 %
Annualized Volatility +0.02 % +3.53 % +3.40 % +4.88 % +7.51 %
Sharpe Ratio -1.33 -0.15
Max Drawdown -0.03 % -5.40 % -5.40 % -8.45 % -12.12 %

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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