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Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -2.30 % -4.64 % -1.96 % -7.49 % +5.08 %
Annualized Performance -7.49 % +1.67 %
Annualized Volatility +5.53 % +5.70 % +5.90 % +5.32 % +6.47 %
Sharpe Ratio -1.41 0.26
Max Drawdown -2.61 % -5.99 % -2.61 % -100.00 % -100.00 %

The SGI Long GILT Index has been backtested since 04/01/1983 and calculated since 02/09/2013.
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.


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