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SGI US Delta Cap Mean Reversion

Index level: 1015.24 as of 15/08/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.35 % +2.55 % +1.53 % -6.15 % -7.39 %
Annualized Performance -6.15 % -2.53 %
Annualized Volatility +30.26 % +15.37 % +13.86 % +19.78 % +16.66 %
Sharpe Ratio -0.31 -0.15
Max Drawdown -7.99 % -9.18 % -9.18 % -17.15 % -27.16 %

The SGI US Delta Cap Mean Reversion has been backtested since 03/01/1990 and calculated since 03/06/2013.
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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