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SGI Vol Invest Dynamic Carry Hedge Index

Index level: 475.17 as of 15/02/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

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.


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