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SGI NOVA Multi-Asset

Index level: 274.91 as of 07/13/2018

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +4.15 % -1.28 % -2.32 % +7.15 % -18.91 %
Annualized Performance +7.15 % -6.75 %
Annualized Volatility +18.31 % +22.10 % +21.68 % +20.32 % +22.47 %
Sharpe Ratio -- --
Max Drawdown -2.39 % -16.43 % -16.43 % -16.43 % -17.45 %

The SGI NOVA Multi-Asset has been backtested since 30/12/1994 and calculated since 25/07/2014.
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 NOVA Multi- Asset Index began publishing on July 25, 2014. Therefore, all data for the Index for the period prior to July 25, 2014 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 July 25, 2014 consistent with the Index methodology. Results prior to July 25, 2014 may have been different had the Index actually been in existence. The SGI NOVA Multi- Asset 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. S&P® is a registered trademark 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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