SDAI Comparison

SummerHaven Dynamic Agriculture Indexsm (“SDAI”)

SDAI PERFORMANCE COMPARISON

Ten Year Comparison of Commodity Index Returns ()

The following table compares the total return of the SDAI in comparison with the total return of three major indexes over a 10 year period.

SP GSCI AG TR BCOM AG TR DB LCI OY AG TR SDAI TR startdate enddate
Total return -37.60% -30.30% -39.35% -22.79% 3/31/2010 3/31/2020
Average Annual Return (Total) -2.60% -1.77% -3.25% -1.61%
Annualized Volatility 20.78% 19.28% 18.80% 14.09%
Annualized Sharpe Ratio -0.15 -0.12 -0.2 -0.11
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The table above shows the performance of the Index from through in comparison with three traditional commodities indices: the Bloomberg Agriculture Subindex Total ReturnSM, the S&P GSCI Agriculture Commodity Index (GSCI®) Total Return, and the Deutsche Bank Liquid Commodity Index-Optimum Yield Agriculture Total ReturnTM. The data for the SDAI Total Return Index is derived by using the Index's calculation methodology with historical prices for the futures contracts comprising the Index.

In the table above, "Total Return" refers to the return of the relevant index from to ; "Annualized Volatility" refers to the monthly standard deviation multiplied by the square root of 12; and "Annualized Sharpe Ratio" refers to the average monthly excess return (not total return) divided by the monthly standard deviation, multiplied by the square root of 12.

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