Commodities Commodities - Broad Market Modified Roll

S&P GSCI Dynamic Roll Capped Component

  • Performance
  • SPOT
  • TOTAL RETURN
  • EXCESS RETURN
  • Graph View
  • Table View
As of Jun 20, 2025
359.30
3.02%
1 Yr Return
Export
Compare
SPICE
Created with Highcharts 7.1.2Jul 2024Aug 2024Sep 2024Oct 2024Nov 2024Dec 2024Jan 2025Feb 2025Mar 2025Apr 2025May 2025Jun 20250100200300400280320340360380
Index Name
Spot
1 Yr Return
S&P GSCI Dynamic Roll Capped Component
Launch Date: Jun 26, 2013
Spot359.30
1 Yr Return3.02%

Spot returns only reflect prices levels of futures contracts included in the index. Spot returns are used as a calculation component of the excess returns that add rolling returns and total returns that also include collateral yield.

The index Launch Date is Jun 26, 2013. All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date.See More 

Export
Compare
SPICE
As of Jun 20, 2025
Index Level
1 Day
MTD
QTD
YTD
S&P GSCI Dynamic Roll Capped Component
Spot
Index Level 359.30
1 Day -0.21%
MTD8.27%
QTD2.42%
YTD6.62%
As of May 30, 2025
1 MTH
3 MTH
YTD
1 Year
3 Year
Annualized
5 Year
Annualized
10 Year
Annualized
S&P GSCI Dynamic Roll Capped Component
Spot
1 MTH1.07%
3 MTH-2.42%
YTD-1.53%
1 Year-4.73%
3 Year
Annualized-7.02%
5 Year
Annualized9.96%
10 Year
Annualized2.98%
As of May 30, 2025
Annualized Risk
3 Year
5 Year
10 Year
Annualized Risk-Adj Returns
3 Year
5 Year
10 Year
S&P GSCI Dynamic Roll Capped Component
Spot
Annualized Risk
3 Year11.33%
5 Year12.91%
10 Year12.43%
Annualized Risk-Adj Returns
3 Year-0.62%
5 Year0.77%
10 Year0.24%
Risk is defined as standard deviation calculated using monthly values.
As of Jun 20, 2025

Description

Documents

Factsheet
Methodology
S&P GSCI Capped & Alternatively Weighted Indices Methodology

Related Indices

Research & Insights

SEE ALL
Processing ...