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SGI US Delta Cap Mean Reversion

Index level: 1024.00 as of 16/11/2018

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.60 % -6.41 % -14.75 % -16.47 % +1.36 %
Annualized Performance -16.47 % +0.45 %
Annualized Volatility +18.53 % +17.41 % +21.74 % +20.52 % +14.60 %
Sharpe Ratio -0.80 0.03
Max Drawdown -3.42 % -11.23 % -20.20 % -21.59 % -22.51 %

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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