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SGI Vol Premium Dynamic

Index level: 2102.71 as of 08/15/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -4.09 % +0.68 % +2.53 % -1.31 % +11.76 %
Annualized Performance -1.31 % +3.77 %
Annualized Volatility +17.85 % +8.57 % +7.71 % +8.50 % +10.57 %
Sharpe Ratio -0.15 0.36
Max Drawdown -5.03 % -5.03 % -5.03 % -8.47 % -12.35 %

The SGI Vol Premium Dynamic has been backtested since 11/01/1990 and calculated since 01/12/2008.
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 Dynamic (Excess Return) Index began publishing on December 1, 2008. Therefore, all data for the Index for the period prior to December 1, 2008 represent Standard & Poor’s ("S&P's") application of the Index methodologies in order to reconstruct hypothetical historic data for the period prior to December 1, 2008 consistent with the Index methodologies. Results prior to December 1, 2008 may have been different had the Index actually been in existence.  The SGI Vol Premium Dynamic 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. Structured Products linked to the SGI Vol Premium Dynamic Index is only being offered and sold in the United States to persons who are "Accredited Investors", as defined under the U.S. Securities Act of 1933, as amended.
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