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SGI US Delta Cap Mean Reversion

Index level: 0.000 as of 18/05/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +3.81 % +5.17 % -0.44 % +7.35 % +14.40 %
Annualized Performance +7.35 % +4.59 %
Annualized Volatility +19.98 % +13.67 % +14.11 % +10.78 % +20.22 %
Sharpe Ratio 0.68 0.23
Max Drawdown -2.89 % -8.73 % -8.73 % -8.73 % -20.14 %

The SGI US Delta Cap Mean Reversion has been backtested since 03/01/1990 and calculated since 03/06/2013.
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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