Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.31 % +0.92 % -0.53 % -1.16 % -3.12 %
Annualized Performance -1.16 % -1.05 %
Annualized Volatility +2.23 % +4.77 % +4.45 % +3.57 % +3.25 %
Sharpe Ratio -0.33 -0.32
Max Drawdown -0.17 % -4.96 % -5.17 % -6.01 % -8.61 %

The SGI 10Y JGB Index has been backtested since 18/09/1987 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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