Suggested topics
1 M | 6 M | YTD | 1 Y | 3 Y | |
---|---|---|---|---|---|
Cumulative Performance | +8.50 % | +16.81 % | +8.50 % | -5.55 % | +64.40 % |
Annualized Performance | -5.55 % | +18.02 % | |||
Annualized Volatility | +17.68 % | +23.38 % | +17.68 % | +24.21 % | +23.38 % |
Sharpe Ratio | -0.23 | 0.77 | |||
Max Drawdown | -1.56 % | -10.00 % | -1.56 % | -32.82 % | -32.82 % |
The SGI Copper 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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