| 1 M | 6 M | YTD | 1 Y | 3 Y | |
|---|---|---|---|---|---|
| Cumulative Performance | +0.71 % | -9.73 % | -15.75 % | -16.43 % | -24.90 % |
| Annualized Performance | -16.43 % | -9.10 % | |||
| Annualized Volatility | +2.20 % | +22.98 % | +27.92 % | +20.64 % | +13.56 % |
| Sharpe Ratio | -- | -- | |||
| Max Drawdown | -0.26 % | -19.82 % | -16.89 % | -20.55 % | -29.89 % |
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.