SGI Credit North America IG 125

Index level: 1252.280 as of 02/01/2023

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.65 % +1.41 % +0.65 % +0.90 % +1.78 %
Annualized Performance +0.90 % +0.59 %
Annualized Volatility +1.18 % +1.96 % +1.18 % +1.98 % +58.22 %
Sharpe Ratio 0.45 0.01
Max Drawdown -0.23 % -1.20 % -0.23 % -1.73 % -51.43 %

The SGI Credit North America IG 125 has been backtested since 20/09/2004 and calculated since 29/03/2009.
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 Credit NA IG 125 Index began publishing on March 29, 2009. Therefore, all data for the Index for the period prior to March 29, 2009 represent Markit’s application of the Index methodology in order to reconstruct hypothetical historical data for the period prior to March 29, 2009 consistent with the Index methodology. Results prior to March 29, 2009 may have been different had the Index actually been in existence. The SGI Credit NA IG 125 Index (the “Index”) is the property of SG, which has contracted with Markit to maintain and calculate the Index. For more information, see www.markit.com. Markit makes no representation and expressly disclaims all warranties of accuracy, merchantability or fitness for a particular purpose or use with respect to the "Index" or any data included therein, or any data from which it is based or as to results to be obtained from the use of the "Index”. Markit does not sponsor, endorse, sell, or promote any investment fund or other vehicle that is offered by Société Générale or third parties and that seeks to provide an investment return based on the returns of the "Index".
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