SGI US Delta Cap Mean Reversion

Index level: 1179.287 as of 27/01/2023

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.03 % +2.35 % -0.14 % +7.89 % +17.95 %
Annualized Performance +7.89 % +5.66 %
Annualized Volatility +6.44 % +9.88 % +6.44 % +12.14 % +19.75 %
Sharpe Ratio 0.65 0.29
Max Drawdown -1.85 % -5.65 % -1.85 % -8.08 % -19.57 %

The SGI US Delta Cap Mean Reversion has been backtested since 03/01/1990 and calculated since 03/06/2013.
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.


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