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

Index level: 1758.790 as of 24/11/2021

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -1.72 % +4.83 % +12.91 % +17.97 % --
Annualized Performance +17.97 % --
Annualized Volatility +10.89 % +11.63 % +12.09 % +11.92 % --
Sharpe Ratio 1.51 --
Max Drawdown -1.85 % -8.57 % -8.57 % -8.57 % --

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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