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SGI JSS Commodity Risk Premia ( USD-ER) Index

Index level: 109.46 as of 18/02/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.00 % -0.73 % -0.73 % -0.53 % +3.50 %
Annualized Performance -0.53 % +1.15 %
Annualized Volatility -- +2.86 % +2.86 % +2.86 % +15.92 %
Sharpe Ratio -0.18 0.07
Max Drawdown -- -0.96 % -0.96 % -1.39 % -16.60 %

The SGI JSS Commodity Risk Premia ( USD-ER) Index has been backtested since 03/01/2005 and calculated since 22/04/2015.
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.


SGI JSS Commodity Risk Premia (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.
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