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SGI Brent Crude Oil Benchmark

Index level: 3502.25 as of 26/01/2021

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +8.60 % +22.17 % +7.63 % -24.15 % -26.05 %
Annualized Performance -24.15 % -9.57 %
Annualized Volatility +26.55 % +33.23 % +29.32 % +66.07 % +45.94 %
Sharpe Ratio -0.37 -0.21
Max Drawdown -2.45 % -20.10 % -2.45 % -65.82 % -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.