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SGI Activist Premium Index

Index level: 4784.73 as of 09/19/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +3.97 % +7.29 % +27.34 % +5.96 % +47.43 %
Annualized Performance +5.96 % +13.81 %
Annualized Volatility +12.80 % +14.70 % +14.70 % +17.77 % +14.67 %
Sharpe Ratio -- --
Max Drawdown -2.38 % -8.46 % -8.46 % -22.68 % -22.68 %

The SGI Activist Premium Index has been backtested since 05/12/2005 and calculated since 30/11/2015.
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 Activist Premium Index began publishing on November 30th, 2015. Therefore, all data for the Index for the period prior to November 30th, 2015 represent S&P Dow Jones ("S&P DJ"s) application of the Index methodology in order to reconstruct hypothetical historical data for the period prior to November 30th, 2015 consistent with the Index methodology. Results prior to November 30th, 2015 may have been different had the Index actually been in existence. The SGI Activist Premium Index (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. SGI Activist Premium 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.

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