SGI US Put Selling 1Y 65% Index

Index level: 1043.132 as of 06/12/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.16 % +0.69 % +1.06 % +1.37 % +3.69 %
Annualized Performance +1.37 % +1.21 %
Annualized Volatility +0.60 % +1.08 % +1.22 % +1.19 % +3.13 %
Sharpe Ratio 1.15 0.39
Max Drawdown -0.07 % -0.56 % -0.56 % -0.56 % -5.23 %

The SGI US Put Selling 1Y 65% Index has been calculated since 28/03/2019.
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 US Put Selling 1Y 65% Index (the “Index”) is calculated and maintained by STOXX Limited, Zurich Switzerland, specifically for SG. Index calculation and dissemination is susceptible to errors, interruptions and delays.

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