SGI Credit NA HY Momentum Index

Index level: 935.178 as of 29/09/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -100.00 % -100.00 % -100.00 % -100.00 % -100.00 %
Annualized Performance -100.00 % -100.00 %
Annualized Volatility +0.36 % +5.51 % +6.16 % +5.57 % +5.23 %
Sharpe Ratio -17.97 -19.11
Max Drawdown -0.11 % -4.42 % -5.85 % -6.60 % -8.31 %

The SGI Credit NA HY Momentum Index has been backtested since 25/08/2006 and calculated since 01/07/2014.
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 Credit NA HY Momentum is administered and calculated by Markit. For more information, see  www.markit.com.

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