You have to validate the disclaimer to access this website.

SGI Brent Crude Oil Benchmark

Index level: 4958.30 as of 16/09/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +18.17 % +7.10 % +33.31 % -7.66 % +48.26 %
Annualized Performance -7.66 % +14.03 %
Annualized Volatility +25.60 % +30.36 % +29.10 % +33.02 % +31.04 %
Sharpe Ratio -0.23 0.45
Max Drawdown -3.87 % -21.43 % -21.43 % -41.21 % -41.21 %

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.