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SGI US Delta Cap Mean Reversion

Index level: 997.49 as of 16/01/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -3.61 % -7.56 % -0.25 % -13.18 % -0.77 %
Annualized Performance -13.18 % -0.26 %
Annualized Volatility +42.86 % +23.47 % +6.07 % +23.96 % +15.98 %
Sharpe Ratio -0.55 -0.02
Max Drawdown -10.88 % -17.15 % -1.22 % -19.94 % -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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