SGI Lean Hogs Static Roll Index

Index level: 47.977 as of 27/01/2023

Graph

Historical data
For comparison purpose Index level basis 100 as of —

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -8.53 % -10.64 % -8.15 % -5.53 % -2.44 %
Annualized Performance -5.53 % -0.82 %
Annualized Volatility +17.56 % +24.80 % +17.56 % +25.41 % +29.16 %
Sharpe Ratio -0.22 -0.03
Max Drawdown -9.68 % -18.99 % -8.23 % -25.81 % -41.82 %

The SGI Lean Hogs 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.

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