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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 -1.87 % -7.91 % -1.43 % -13.04 % -14.10 %
Annualized Performance -13.04 % -4.94 %
Annualized Volatility +8.20 % +10.16 % +9.40 % +7.63 % +7.39 %
Sharpe Ratio -1.71 -0.67
Max Drawdown -2.82 % -9.95 % -1.62 % -14.82 % -17.56 %

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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