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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 +2.68 % -53.03 % -53.61 % -50.94 % -49.91 %
Annualized Performance -50.94 % -20.58 %
Annualized Volatility +9.14 % +70.75 % +77.68 % +49.55 % +31.35 %
Sharpe Ratio -1.03 -0.66
Max Drawdown -2.12 % -62.08 % -62.08 % -62.08 % -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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