You have to validate the disclaimer to access this website.

SGI Brent Crude Oil Benchmark

Index level: 2688.37 as of 23/09/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -7.47 % +24.58 % -46.43 % -41.98 % -27.23 %
Annualized Performance -41.98 % -10.05 %
Annualized Volatility +40.74 % +68.32 % +74.47 % +64.28 % +45.58 %
Sharpe Ratio -0.65 -0.22
Max Drawdown -14.26 % -39.01 % -70.46 % -70.46 % -74.09 %

The SGI Brent Crude Oil Benchmark has been backtested since 29/12/2006 and calculated since 13/08/2012.
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 SGI Brent Crude Oil Benchmark (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 maintain and calculate the Index. S&P® is a registered trademarks 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 Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Index.