Suggested topics
1 M | 6 M | YTD | 1 Y | 3 Y | |
---|---|---|---|---|---|
Cumulative Performance | -0.88 % | -2.44 % | -3.03 % | -1.35 % | -- |
Annualized Performance | -1.35 % | -- | |||
Annualized Volatility | +5.73 % | +7.66 % | +8.82 % | +5.44 % | -- |
Sharpe Ratio | -0.25 | -- | |||
Max Drawdown | -2.13 % | -7.98 % | -7.94 % | -7.98 % | -- |
The SGI Market Neutral Commodity 2 has been calculated since 19/04/2012.
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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