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About SG Index
| 1 M | 6 M | YTD | 1 Y | 3 Y | |
|---|---|---|---|---|---|
| Cumulative Performance | -29.78 % | -57.88 % | -25.65 % | -10.70 % | +9.83 % |
| Annualized Performance | -10.70 % | +3.17 % | |||
| Annualized Volatility | +67.78 % | +70.62 % | +66.86 % | +76.69 % | +57.65 % |
| Sharpe Ratio | -0.14 | 0.06 | |||
| Max Drawdown | -29.20 % | -60.67 % | -19.32 % | -60.67 % | -60.67 % |
The SGI Natural Gas Static Roll Index has been calculated since 31/12/2009.
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.
The Index is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to calculate the Index. S&P® is a registered trademark of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and, these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices” and its related stylized mark(s) have been licensed for use by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones, nor any of their affiliates sponsor and promote the Index and none shall be liable for any errors or omissions in calculating the Index.