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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 +1.52 % -0.64 % +7.04 % +5.79 % -12.23 %
Annualized Performance +5.79 % -4.26 %
Annualized Volatility +6.01 % +4.39 % +8.91 % +8.55 % +7.16 %
Sharpe Ratio 0.68 -0.59
Max Drawdown -1.01 % -4.91 % -4.91 % -5.63 % -21.99 %

The SGI Convex US Treasury Index has been backtested since 13/07/1982 and calculated since 06/01/2014.
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.


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