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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 +2.16 % +11.24 % +3.94 % -43.24 % -40.05 %
Annualized Performance -43.24 % -15.68 %
Annualized Volatility +16.86 % +9.55 % +12.97 % +49.79 % +30.07 %
Sharpe Ratio -0.87 -0.52
Max Drawdown -3.69 % -3.69 % -3.69 % -59.15 % -62.08 %

The SGI Vol Premium 3 has been backtested since 07/01/2000 and calculated since 01/08/2012.
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 Vol Premium 3 (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 S&P 500® Index is the exclusive property of S&P Dow Jones Indices, its affiliates and/or their third party licensor(s). Each of the CBOE SPX far-term VIX Index® (the VIF®) and the CBOE near-term VIX Index® (the VINX®) is the exclusive property of the Chicago Board Options Exchange, Incorporated. Each of the S&P 500® Index, the VIF® and the VINX® have been licensed for use by SG in connection with the Index.
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