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Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +10.67 % -5.75 % -4.71 % +10.89 % -0.92 %
Annualized Performance +10.89 % -0.31 %
Annualized Volatility +22.79 % +49.44 % +47.79 % +37.27 % +27.97 %
Sharpe Ratio 0.29 -0.01
Max Drawdown -2.23 % -34.88 % -34.88 % -34.88 % -36.49 %

The SGI VI Alpha Index has been backtested since 11/12/2006 and calculated since 12/01/2012.
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.


The SGI VI Alpha Index (USD - ER) (The “Index”) is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to maintain and calculate the Index. S&P® is a registered trademarks of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”) and these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Index. The VIX® is the property of the Chicago Board Options Exchange, Incorporated. The VIX ® Index has been licensed for use by SG in connection with the
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