Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +9.20 % +10.97 % +21.22 % +19.78 % +20.33 %
Annualized Performance +19.78 % +6.36 %
Annualized Volatility +30.18 % +19.46 % +19.20 % +17.32 % +12.06 %
Sharpe Ratio 1.14 0.53
Max Drawdown -5.71 % -13.77 % -13.77 % -13.77 % -13.77 %

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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