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

Index level: 1562.530 as of 23/05/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -2.80 % -12.44 % -11.04 % -5.85 % --
Annualized Performance -5.85 % --
Annualized Volatility +14.10 % +13.57 % +13.08 % +12.70 % --
Sharpe Ratio -0.46 --
Max Drawdown -4.41 % -12.71 % -11.93 % -18.62 % --

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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