Multi-Asset Liquid Alternatives Managed Futures

S&P Systematic Global Macro Commodities Index

  • Performance
  • TOTAL RETURN
  • EXCESS RETURN
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As of May 16, 2025
395.39
11.07%
1 Yr Return
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Index Name
Total Return
1 Yr Return
S&P Systematic Global Macro Commodities Index Total Return
Launch Date: Feb 24, 2012
Total Return395.39
1 Yr Return11.07%

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 Feb 24, 2012. 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 

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As of May 16, 2025
Index Level
1 Day
MTD
QTD
YTD
S&P Systematic Global Macro Commodities Index Total Return
Total Return
Index Level 395.39
1 Day -0.12%
MTD-1.76%
QTD-5.13%
YTD1.76%
As of Apr 30, 2025
1 MTH
3 MTH
YTD
1 Year
3 Year
Annualized
5 Year
Annualized
10 Year
Annualized
S&P Systematic Global Macro Commodities Index Total Return
Total Return
1 MTH-3.43%
3 MTH-0.47%
YTD3.58%
1 Year10.83%
3 Year
Annualized0.53%
5 Year
Annualized13.55%
10 Year
Annualized6.36%
As of Apr 30, 2025
Annualized Risk
3 Year
5 Year
10 Year
Annualized Risk-Adj Returns
3 Year
5 Year
10 Year
S&P Systematic Global Macro Commodities Index Total Return
Total Return
Annualized Risk
3 Year11.61%
5 Year15.38%
10 Year17.11%
Annualized Risk-Adj Returns
3 Year0.05%
5 Year0.88%
10 Year0.37%
Risk is defined as standard deviation calculated using monthly values.
As of May 16, 2025

Documents

Factsheet
Methodology
S&P Systematic Global Macro Index Methodology

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