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SG Seasonal Factor Commodity MKR VT6 Index

Index level: 92.49 as of 15/07/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.79 % +7.25 % +10.39 % +12.99 % +0.83 %
Annualized Performance +12.99 % +0.28 %
Annualized Volatility +6.02 % +5.49 % +5.86 % +5.31 % +5.78 %
Sharpe Ratio 2.45 0.05
Max Drawdown -1.13 % -1.97 % -1.97 % -2.34 % -13.11 %

The SG Seasonal Factor Commodity MKR VT6 Index has been backtested since 12/04/2001 and calculated since 04/03/2015.
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.


SG Seasonal Factor Commodity MKR VT6 Index (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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