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

Index level: 1558.210 as of 25/08/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.00 % -0.69 % -11.29 % -8.98 % --
Annualized Performance -8.98 % --
Annualized Volatility -- +11.46 % +12.32 % +12.35 % --
Sharpe Ratio -0.73 --
Max Drawdown -- -5.70 % -14.90 % -15.63 % --

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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