SGI Global TechComm Low Vol 11.5% Index (USD - Excess Return)

Index level: 1511.580 as of 01/07/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -3.66 % -13.28 % -13.94 % -12.85 % --
Annualized Performance -12.85 % --
Annualized Volatility +12.48 % +12.68 % +12.72 % +12.95 % --
Sharpe Ratio -0.99 --
Max Drawdown -5.70 % -13.91 % -14.90 % -21.36 % --

The SGI Global TechComm Low Vol 11.5% Index (USD - Excess Return) has been calculated since 29/05/2020.
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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