SDCI Comparison

SummerHaven Dynamic Commodity Indexsm (“SDCI”)


Ten Year Comparison of Commodity Index Returns (May 31, 2011 – May 31, 2021)

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

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The table above shows the performance of the Index from through in comparison with four traditional commodities indices: the S&P GSCI Commodity Index (GSCI®) Total Return, Bloomberg Commodity Index Total ReturnSM, the Deutsche Bank Liquid Commodity Index-Optimum Yield Total ReturnTM, and the Rogers International Commodity Index - Total ReturnSM. The data for the SDCI 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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