Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +3.91 % -0.37 % -3.40 % -1.51 % +2.33 %
Annualized Performance -1.51 % +0.77 %
Annualized Volatility +9.00 % +10.41 % +9.51 % +7.86 % +11.32 %
Sharpe Ratio -0.19 0.07
Max Drawdown -1.10 % -8.64 % -9.64 % -9.80 % -21.74 %

The SGI Credit North America HY 100 has been backtested since 26/01/2005 and calculated since 01/07/2013.
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.


The SGI Credit North America HY 100 (USD - ER) are administered and calculated by Markit. For more information, see www.markit.com.