Suggested topics
1 M | 6 M | YTD | 1 Y | 3 Y | |
---|---|---|---|---|---|
Cumulative Performance | +4.65 % | -3.58 % | +1.44 % | +3.88 % | -- |
Annualized Performance | +3.88 % | -- | |||
Annualized Volatility | +27.90 % | +29.89 % | +25.26 % | +32.54 % | -- |
Sharpe Ratio | 0.12 | -- | |||
Max Drawdown | -5.01 % | -21.07 % | -5.52 % | -26.58 % | -- |
The SGI Coffee 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.
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