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SGI Vol Invest Dynamic Carry Hedge Index

Index level: 636.53 as of 06/03/2021

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -1.41 % -8.62 % +0.70 % +16.75 % +10.29 %
Annualized Performance +16.75 % +3.32 %
Annualized Volatility +12.51 % +14.54 % +13.26 % +59.46 % +39.34 %
Sharpe Ratio -- --
Max Drawdown -2.56 % -14.35 % -3.41 % -47.71 % -47.71 %

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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