CA World Diversified USD Index

Index level: 553.973 as of 19/08/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +7.38 % -17.87 % -22.02 % -- --
Annualized Performance -- --
Annualized Volatility +38.69 % +30.64 % +28.34 % -- --
Sharpe Ratio -- --
Max Drawdown -7.05 % -28.31 % -33.91 % -- --

The CA World Diversified USD Index has been calculated since 18/05/2017.
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 CA World Diversified USD 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.

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Linked news

1 DEC 2021
Index Rules Amendments linked to JPY, EUR and GBP LIBOR cessation.

In light of imminent cessation of JPY, EUR and GBP LIBORs, below mentioned changes will be made in the following list of indices. For the avoidance of doubt, one index may be affected by only one or more changes depending on the rates used in the respective methodology. For more specific inquiries and updated version of specific index rules, please feel free to reach out to the Index Sponsor.

  1. JPY 3month LIBOR (JY0003M):
    1. Where used as a Basket Component Rate: is replaced by the sum of (i) Day Count Fraction adjusted unsecured JPY overnight call rate (MUTKCALM) i.e. risk-free rate; and (ii) the ISDA official spread for 3M JPY Libor i.e. 0.00835%.
    2. Where not used as a Basket Component Rate: is replaced by the sum of (i) unsecured JPY overnight call rate (MUTKCALM) i.e. risk-free rate; and (ii) the ISDA official spread for 3M JPY Libor i.e. 0.00835%.
  2. JPY 1month LIBOR (JY0001M):
    1. Where used as a Basket Component Rate: is replaced by the sum of (i) Day Count Fraction adjusted unsecured JPY overnight call rate (MUTKCALM) i.e. risk-free rate; and (ii) the ISDA official spread for 1M JPY Libor i.e. -0.02923%.
    2. Where not used as a Basket Component Rate: is replaced by the sum of (i) unsecured JPY overnight call rate (MUTKCALM) i.e. risk-free rate; and (ii) the ISDA official spread for 1M i.e. -0.02923%.
  3. EUR 3month LIBOR (EE0003M): is replaced by the sum of (i) EUR rate for overnight deposits (ESTRON); and (ii) the ISDA official spread for 3M EUR Libor i.e. 0.0962%.
  4. EUR 1month LIBOR (EE0001M): is replaced by the sum of (i) EUR rate for overnight deposits (ESTRON); and (ii) the ISDA official spread for 1M EUR Libor i.e. 0.0456%.
  5. JPY 5Y index Swap Rate (JYSW5): is replaced by the sum of (i) the 5 year overnight index swap rate for JPY (JYSO5); and (ii) the ISDA official spread for 6M JPY Libor i.e. 0.05809%
  6. JPY 10Y index Swap Rate (JYSW10): is replaced by the sum of (i) the 10 year overnight index swap rate for JPY (JYSO10); and (ii) the ISDA official spread for 6M JPY Libor i.e. 0.05809%
  7. GBP 3month LIBOR (BP0003M): is replaced by the sum of (i) Sterling Overnight Index Average (SONIA); and (ii) the ISDA official spread for 3M GBP Libor i.e. 0.1193%.                      

List of Indices:

SGIXDF02, SGMD1312, SGMD1403, SGMD1406, SGMD1409, SGMD1412, SGMD1503, SGIXDF04, SGIXDF05, SGIXDF06, SGIXDF07, SGDFRESJ, SGDFVAAU, SGDFVANZ, SGDFVAUS, SGDFWLJY, SGMDVA10, SGMDVA15, SGIXMS03, SGIXMY1A, SGIXMY2A, SGMDCALA, SGMDCALU, SGFI5AU, SGFI5US, SGMDBJCI, SGMDBWCI.

Such changes are effective as of the close of 3rd December 2021.