| 1 M | 6 M | YTD | 1 Y | 3 Y | |
|---|---|---|---|---|---|
| Cumulative Performance | -1.25 % | -0.08 % | -16.98 % | -17.21 % | -21.70 % |
| Annualized Performance | -17.21 % | -7.83 % | |||
| Annualized Volatility | +9.36 % | +5.63 % | +15.61 % | +14.38 % | +11.51 % |
| Sharpe Ratio | -- | -- | |||
| Max Drawdown | -4.17 % | -4.17 % | -19.28 % | -19.42 % | -23.92 % |
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.