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SGI Vol Invest Dynamic Carry Hedge Index

Index level: 646.19 as of 09/04/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -2.75 % +32.27 % +29.92 % +34.36 % -1.80 %
Annualized Performance +34.36 % -0.60 %
Annualized Volatility +174.68 % +78.88 % +107.47 % +56.14 % +36.30 %
Sharpe Ratio -- --
Max Drawdown -38.49 % -38.49 % -38.49 % -38.49 % -38.49 %

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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