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SGI Vol Invest Dynamic Carry Hedge Index

Index level: 650.244 as of 15/10/2021

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.00 % +2.30 % +2.85 % -9.53 % +26.21 %
Annualized Performance -9.53 % +8.07 %
Annualized Volatility +3.59 % +6.07 % +7.78 % +10.55 % +38.06 %
Sharpe Ratio -- --
Max Drawdown -1.04 % -2.62 % -3.41 % -14.35 % -47.71 %

The SGI Vol Invest Dynamic Carry Hedge Index has been backtested since 11/12/2006 and calculated since 03/04/2013.
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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