Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.64 % +0.13 % +7.24 % +6.04 % +0.63 %
Annualized Performance +6.04 % +0.21 %
Annualized Volatility +1.58 % +18.91 % +18.11 % +15.00 % +11.05 %
Sharpe Ratio 0.40 0.02
Max Drawdown -0.64 % -13.75 % -13.75 % -13.75 % -13.90 %

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.


Login to add this product to your favorites