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SGI Global TechComm Low Vol 11.5% Index (USD - Excess Return)

Index level: 1545.230 as of 19/05/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -6.36 % -14.72 % -12.03 % -5.26 % --
Annualized Performance -5.26 % --
Annualized Volatility +15.99 % +13.76 % +13.21 % +12.72 % --
Sharpe Ratio -0.41 --
Max Drawdown -7.79 % -13.97 % -11.93 % -18.62 % --

The SGI Global TechComm Low Vol 11.5% Index (USD - Excess Return) has been calculated since 29/05/2020.
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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