Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -1.31 % -7.13 % -11.06 % -13.73 % -13.18 %
Annualized Performance -13.73 % -4.60 %
Annualized Volatility +11.64 % +10.51 % +9.64 % +8.45 % +7.51 %
Sharpe Ratio -1.63 -0.61
Max Drawdown -3.04 % -12.97 % -13.81 % -16.62 % -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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