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SGI US Delta Cap Mean Reversion

Index level: 996.52 as of 15/03/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.66 % -8.21 % -0.34 % -7.22 % -2.46 %
Annualized Performance -7.22 % -0.83 %
Annualized Volatility +7.07 % +23.83 % +5.68 % +19.47 % +15.92 %
Sharpe Ratio -0.37 -0.05
Max Drawdown -0.55 % -16.98 % -2.43 % -17.95 % -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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