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SGI Vol Invest Dynamic Carry Hedge Index

Index level: 524.17 as of 18/10/2018

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -1.25 % -0.08 % -16.98 % -17.21 % -21.70 %
Annualized Performance -17.21 % -7.83 %
Annualized Volatility +9.36 % +5.63 % +15.61 % +14.38 % +11.51 %
Sharpe Ratio -- --
Max Drawdown -4.17 % -4.17 % -19.28 % -19.42 % -23.92 %

The SGI Vol Invest Dynamic Carry Hedge Index has been backtested since 11/12/2006 and calculated since 03/04/2013.
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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