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About SG Index
| 1 M | 6 M | YTD | 1 Y | 3 Y | |
|---|---|---|---|---|---|
| Cumulative Performance | +1.07 % | +0.73 % | -2.83 % | -2.64 % | +6.15 % |
| Annualized Performance | -2.64 % | +2.01 % | |||
| Annualized Volatility | +1.78 % | +2.08 % | +5.74 % | +5.50 % | +3.96 % |
| Sharpe Ratio | -0.48 | 0.51 | |||
| Max Drawdown | -0.25 % | -1.14 % | -7.94 % | -7.98 % | -7.98 % |
The SGI Market Neutral Commodity 2 has been calculated since 19/04/2012.
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.