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SGI Vol Invest Dynamic Carry Hedge Index

Index level: 477.91 as of 13/06/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.09 % -9.07 % -15.27 % -9.96 % -26.22 %
Annualized Performance -9.96 % -9.64 %
Annualized Volatility +5.02 % +19.01 % +15.84 % +16.88 % +13.56 %
Sharpe Ratio -- --
Max Drawdown -1.24 % -19.82 % -16.89 % -19.82 % -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.


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